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Extragradient Method with Variance Reduction for Stochastic Variational Inequalities.

Alfredo N. IusemAlejandro JofréRoberto Imbuzeiro OliveiraPhilip Thompson
Published in: SIAM J. Optim. (2017)
Keyphrases
  • variational inequalities
  • computational complexity
  • variance reduction
  • feature selection
  • probabilistic model
  • state space
  • model selection
  • monte carlo
  • game theory
  • sensitivity analysis