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 ...

We propose an extragradient method with stepsizes bounded away from zero for stochastic variational inequalities requiring only pseudomonotonicity. We provide convergence and complexity analysis, allowing for an unbounded ...

AbstractIn this work, we conduct the first systematic study of stochastic variational inequality (SVI) and stochastic saddle point (SSP) problems under the constraint of differential privacy (DP). We propose two algorithms: ...

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a ...

In this paper, we decompose the variance of logarithmic monthly earnings of prime age males into its permanent and transitory components, using a five-wave rotating panel from the Venezuelan 'Encuesta de Hogares por Muestreo' ...

In this paper, we propose an approach for coupling a power network dispatch model, which is part of a long-term multi-energy model, with Wardrop or Mean-Field-Game (MFG) equilibrium models that represent the demand response ...

Since 1960, with the proposition of the Kalman lter (KF), the problem of state estimation has owned relevance in the literature. KF and its derivations are well known solutions to estimate states for both linear and nonlinear ...