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

Author(s):  
Farzad Yousefian ◽  
Angelia Nedic ◽  
Uday V. Shanbhag
1998 ◽  
Vol 12 (4) ◽  
pp. 519-531 ◽  
Author(s):  
Shalabh Bhatnagar ◽  
Vivek S. Borkar

A two timescale stochastic approximation scheme which uses coupled iterations is used for simulation-based parametric optimization as an alternative to traditional “infinitesimal perturbation analysis” schemes. It avoids the aggregation of data present in many other schemes. Its convergence is analyzed, and a queueing example is presented.


2012 ◽  
Vol 122 (7) ◽  
pp. 2668-2700 ◽  
Author(s):  
Anouar M. Gassous ◽  
Aurel Răşcanu ◽  
Eduard Rotenstein

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