Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes

Jinlong Lei, Uday V. Shanbhag. Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 3547-3552, IEEE, 2018. [doi]

@inproceedings{LeiS18-1,
  title = {Linearly Convergent Variable Sample-Size Schemes for Stochastic Nash Games: Best-Response Schemes and Distributed Gradient-Response Schemes},
  author = {Jinlong Lei and Uday V. Shanbhag},
  year = {2018},
  doi = {10.1109/CDC.2018.8618953},
  url = {https://doi.org/10.1109/CDC.2018.8618953},
  researchr = {https://researchr.org/publication/LeiS18-1},
  cites = {0},
  citedby = {0},
  pages = {3547-3552},
  booktitle = {57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-1395-5},
}