Browsing by Author "Iusem, Alfredo N."
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Iusem, Alfredo N.; Jofré Cáceres, René; Thompson, Philip (INFORMS Inst.for Operations Res.and the Management Sciences, 2019)We consider stochastic variational inequalities (VIs) with monotone operators where the feasible set is an intersection of a large number of convex sets. We propose a stochastic approximation method with incremental ...