Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms.
Tusheng ZhangPublished in: SIAM J. Control. Optim. (2009)
Keyphrases
- markov processes
- variational inequalities
- nonlinear programming
- boundary conditions
- saddle point
- markov chain
- sensitivity analysis
- markov process
- complementarity problems
- stochastic processes
- fixed point
- convex sets
- variational inequality problems
- non stationary
- random fields
- optimization problems
- primal dual
- semidefinite
- cooperative
- random walk
- stochastic process
- transition probabilities
- nash equilibrium
- maximum entropy
- game theory
- image processing