Iterative Splitting Methods for Stochastic Dynamic SVIs

Fuente: arXiv
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Autori principali: Sababe, Saeed Hashemi, Ghasab, Ehsan Lotfali
Natura: Preprint
Pubblicazione: 2025
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author Sababe, Saeed Hashemi
Ghasab, Ehsan Lotfali
author_facet Sababe, Saeed Hashemi
Ghasab, Ehsan Lotfali
contents This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational inclusions. Leveraging advanced splitting techniques and self-adaptive rules, we establish weak convergence under minimal assumptions on operator monotonicity. Numerical experiments demonstrate the efficacy of our algorithms, particularly in resource allocation and optimization under uncertainty.
format Preprint
id arxiv_https___arxiv_org_abs_2505_06570
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Iterative Splitting Methods for Stochastic Dynamic SVIs
Sababe, Saeed Hashemi
Ghasab, Ehsan Lotfali
Optimization and Control
Functional Analysis
This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational inclusions. Leveraging advanced splitting techniques and self-adaptive rules, we establish weak convergence under minimal assumptions on operator monotonicity. Numerical experiments demonstrate the efficacy of our algorithms, particularly in resource allocation and optimization under uncertainty.
title Iterative Splitting Methods for Stochastic Dynamic SVIs
topic Optimization and Control
Functional Analysis
url https://arxiv.org/abs/2505.06570