Adaptive Multilevel Monte Carlo Methods for Stochastic Variational Inequalities.
Ralf KornhuberEvgenia YouettPublished in: SIAM J. Numer. Anal. (2018)
Keyphrases
- monte carlo methods
- variational inequalities
- monte carlo
- sensitivity analysis
- complementarity problems
- set valued
- convex sets
- variational inequality problems
- hilbert spaces
- bayesian networks
- primal dual
- simulated annealing
- fixed point
- nash equilibrium
- monte carlo method
- evolutionary algorithm
- multi agent systems
- lipschitz continuity
- reinforcement learning