On perturbed proximal gradient algorithms, J. Mach. Learn. Res, vol.18, issue.1, pp.310-342, 2017. ,
Stochastic quasi-fejér block-coordinate fixed point iterations with random sweeping, SIAM Journal on Optimization, vol.25, issue.2, pp.1221-1248, 2018. ,
Finite-Dimensional Variational Inequalities and Complementarity Problems-Volume I and Volume II, Springer Series in Operations Research, 2003. ,
Extragradient method with variance reduction for stochastic variational inequalities, SIAM Journal on Optimization, vol.27, issue.2, pp.686-724, 2017. ,
Solving variational inequalities with stochastic mirror-prox algorithm, pp.17-58, 2011. ,
URL : https://hal.archives-ouvertes.fr/hal-00318043
Distributed computation of equilibria in monotone nash games via iterative regularization techniques, SIAM Journal on Optimization, vol.22, issue.4, p.2012, 2017. ,
Stochastic mirror descent dynamics and their convergence in monotone variational inequalities, Journal of Optimization Theory and Applications, 2018. ,
URL : https://hal.archives-ouvertes.fr/hal-01643343
Stochastic variance reduction methods for saddle-point problems, Advances in Neural Information Processing Systems, pp.1416-1424, 2016. ,
On the characterization of solution sets of smooth and nonsmooth convex stochastic nash games, SIAM Journal on Optimization, vol.21, issue.3, pp.1168-1199, 2011. ,
Convex optimization, game theory, and variational inequality theory, IEEE Signal Processing Magazine, vol.27, issue.3, pp.35-49 ,
Bregman divergence for stochastic variance reduction: saddle-point and adversarial prediction, Advances in Neural Information Processing Systems, pp.6031-6041, 2017. ,
Computing equilibria for two-person games. Handbook of game theory with economic applications, vol.3, pp.1723-1759, 2002. ,