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Showing 1 to 3 of 3 for “"stochastic nash games"”.
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On the analysis of stochastic optimization and variational inequality problems
… in three major problem classes: [(1)] Convex Nash games; [(2)] Variational inequality problems and complementarity problems; [(3)] Hierarchical risk management problems in financial networks. Accordingly, this dissertation considers the analysis of a broad class of stochastic optimization and …
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On the resolution of misspecification in stochastic optimization, variational inequality, and game-theoretic problems
… parameter is a solution to a suitably defined (stochastic) learning problem based on having access to a set of samples. Practical approaches in resolving such a set of coupled problems have been either sequential or direct variational approaches. In the case of the former, this entails the …
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Stochastic approximation schemes for stochastic optimization and variational problems: adaptive steplengths, smoothing, and regularization
Stochastic approximation (SA) methods, first proposed by Robbins and Monro in 1951 for root- finding problems, have been widely used in the literature to solve problems arising from stochastic convex optimization, stochastic Nash games and more recently stochastic variational inequalities. Several …