Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations.
Shisheng CuiUday V. ShanbhagPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- relative entropy
- monte carlo
- optimal control problems
- approximation schemes
- upper bound
- standard deviation
- learning automata
- superlinear convergence
- stochastic process
- numerical algorithms
- numerical scheme
- variance reduction
- covariance matrix
- markov chain
- data sets
- neural network
- nonlinear complementarity problem
- fischer burmeister
- stochastic nature
- set valued
- stochastic programming
- linear equations
- genetic algorithm