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Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem.

Houyuan JiangHuifu Xu
Published in: IEEE Trans. Autom. Control. (2008)
Keyphrases
  • stochastic approximation
  • variational inequalities
  • monte carlo
  • multi agent
  • theoretical guarantees
  • boundary conditions
  • complementarity problems