An inexact algorithm for stochastic variational inequalities
Emelin L. Buscaglia, Pablo A. Lotito, Lisandro A. Parente
| Year of publication: |
2024
|
|---|---|
| Authors: | Buscaglia, Emelin L. ; Lotito, Pablo A. ; Parente, Lisandro A. |
| Published in: |
Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research. - Amsterdam [u.a.] : Elsevier Science, ISSN 0167-6377, ZDB-ID 1467065-3. - Vol. 52.2024, Art.-No. 107064, p. 1-8
|
| Subject: | Progressive hedging algorithm | Proximal point algorithm | Stochastic variational inequalities | Stochastischer Prozess | Stochastic process | Theorie | Theory | Algorithmus | Algorithm | Hedging | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2023.107064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015049112