Login / Signup
A regularized smoothing stochastic approximation (RSSA) algorithm for stochastic variational inequality problems.
Farzad Yousefian
Angelia Nedic
Uday V. Shanbhag
Published in:
WSC (2013)
Keyphrases
</>
stochastic approximation
monte carlo
learning algorithm
objective function
dynamic programming
expectation maximization
optimal solution
computational complexity
search space
probabilistic model
cooperative
cost function
np hard
worst case
linear programming
policy iteration