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Convergence of the distributed stochastic preconditioned forward-backward algorithm with stochastic approximation
Let Assumptions … , and … , using the approximation in … . Convergence conjecture. The generated sequence converges to a v-SGNE of the game. The conjecture concerns the stochastic-…
Conjectureopenforward-backward-algorithms generalized-nash-equilibrium stochastic-optimizationarXiv posted 2 days ago

Convergence of the distributed stochastic preconditioned forward-backward algorithm with stochastic approximation