## 6 Citations

### A computational study of a class of recursive inequalities

- Mathematics, Computer Science
- 2022

Results concerning rates of convergence are established, setting out conditions under which computable rates are possible, and when not, providing corresponding rates of metastability, and it is demonstrated how the aforementioned quantitative results can be applied to extract computational information from a range of proofs in nonlinear analysis.

### Convergence of Stochastic Approximation via Martingale and Converse Lyapunov Methods

- MathematicsMathematics of Control, Signals, and Systems
- 2023

This paper is dedicated to Prof. Eduardo Sontag on the occasion of his seventieth birthday. In this paper, we build upon the ideas ﬁrst proposed in [8] to develop a very general framework for proving…

### Convergence of Batch Stochastic Gradient Descent Methods with Approximate Gradients and/or Noisy Measurements: Theory and Computational Results

- Computer Science
- 2022

Results show that when approximate gradients are used, BSGD converges while momentum-based methods can diverge, however, not just the authors' BSGD, but also standard (full-update) gradient descent, and various momentum- based methods, all converge, even with noisy gradients.

### Convergence of Batch Asynchronous Stochastic Approximation With Applications to Reinforcement Learning

- Computer ScienceArXiv
- 2021

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### A stochastic generalized Nash equilibrium model for platforms competition in the ride-hail market

- Economics2022 IEEE 61st Conference on Decision and Control (CDC)
- 2022

The inherent uncertainties in the ride-hailing market complicate the pricing strategies of on-demand platforms that compete each other to offer a mobility service while striving to maximize their…

### Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems

- Economics2022 IEEE 61st Conference on Decision and Control (CDC)
- 2022

We consider potential games with mixed-integer variables, for which we propose two distributed, proximallike equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying…

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This book provides a largely self-contained account of the main results of convex analysis and optimization in Hilbert space. A concise exposition of related constructive fixed point theory is…

### Fejér processes in theory and practice: Recent results

- Mathematics
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In this paper we briefly survey the recent results of the theory of Fejér mappings and processes as applied to solving various mathematical problems, including structured systems of linear and convex…

### Bregman algorithms for a class of Mixed-Integer Generalized Nash Equilibrium Problems

- Mathematics, Computer ScienceArXiv
- 2021

A novel Bregman forward-reflected-backward splitting is proposed and convergence to a variational MS-GNE is proved under monotonicity and Lipschitz continuity assumptions, which are typical of continuous GNE problems.

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- Mathematics
- 2014

We provide in a unified way quantitative forms of strong convergence results for numerous iterative procedures which satisfy a general type of Fejer monotonicity where the convergence uses the…

### Forward–backward splitting algorithm for fixed point problems and zeros of the sum of monotone operators

- MathematicsArabian Journal of Mathematics
- 2019

In this paper, we construct a forward–backward splitting algorithm for approximating a zero of the sum of an $$\alpha $$ α -inverse strongly monotone operator and a maximal monotone operator. The…

### Solving monotone inclusions via compositions of nonexpansive averaged operators

- Mathematics
- 2004

A unified fixed point theoretic framework is proposed to investigate the asymptotic behavior of algorithms for finding solutions to monotone inclusion problems. The basic iterative scheme under…

### An Introduction to Stochastic Integration

- Mathematics
- 2011

The aim of this appendix is to provide all necessary definition and results with respect to Martingales and stochastic integration. Since some of the underlying properties and theorems require a lot…