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A Hybrid Newton Method for Stochastic Variational Inequality Problems and Application to Traffic Equilibrium.

Yan-Chao LiangQiao-Na FanPei-Ping Shen
Published in: Asia Pac. J. Oper. Res. (2021)
Keyphrases
  • variational inequalities
  • newton method
  • variational inequality problems
  • linear equations
  • reinforcement learning
  • upper bound
  • optimization problems
  • primal dual