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Prox-Penalization and Splitting Methods for Constrained Vari...
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Control Systems
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Single timescale regularized stochastic approximation schemes for monotone Nash games under uncertainty
14 years 10 months ago
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Abstract-- In this paper, we consider the distributed computation of equilibria arising in monotone stochastic Nash games over continuous strategy sets. Such games arise in setting...
Jayash Koshal, Angelia Nedic, Uday V. Shanbhag
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