Dynamical Behavior of a Stochastic Forward–Backward Algorithm Using Random Monotone Operators
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DOI: 10.1007/s10957-016-0978-y
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- Michel Benaim & Josef Hofbauer & Sylvain Sorin, 2005. "Stochastic Approximations and Differential Inclusions II: Applications," Levine's Bibliography 784828000000000098, UCLA Department of Economics.
- Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2005. "Stochastic Approximations and Differential Inclusions; Part II: Applications," Working Papers hal-00242974, HAL.
- Hiai, Fumio & Umegaki, Hisaharu, 1977. "Integrals, conditional expectations, and martingales of multivalued functions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 149-182, March.
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Cited by:
- Panos Toulis & Thibaut Horel & Edoardo M. Airoldi, 2021. "The proximal Robbins–Monro method," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(1), pages 188-212, February.
- Monika Eisenmann & Tony Stillfjord & Måns Williamson, 2022. "Sub-linear convergence of a stochastic proximal iteration method in Hilbert space," Computational Optimization and Applications, Springer, vol. 83(1), pages 181-210, September.
- Andrés Contreras & Juan Peypouquet, 2019. "Asymptotic Equivalence of Evolution Equations Governed by Cocoercive Operators and Their Forward Discretizations," Journal of Optimization Theory and Applications, Springer, vol. 182(1), pages 30-48, July.
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Keywords
Dynamical systems; Random maximal monotone operators; Stochastic Forward–Backward algorithm; Stochastic proximal point algorithm;All these keywords.
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