A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities

Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag. A regularized adaptive steplength stochastic approximation scheme for monotone stochastic variational inequalities. In S. Jain, Roy R. Creasey Jr., Jan Himmelspach, K. Preston White, Michael C. Fu, editors, Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011. pages 4115-4126, WSC, 2011. [doi]

Authors

Farzad Yousefian

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Angelia Nedic

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Uday V. Shanbhag

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