Iterative Splitting Methods for Stochastic Dynamic SVIs
Optimization and Control
2025-05-13 v1 Functional Analysis
Abstract
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.
Cite
@article{arxiv.2505.06570,
title = {Iterative Splitting Methods for Stochastic Dynamic SVIs},
author = {Saeed Hashemi Sababe and Ehsan Lotfali Ghasab},
journal= {arXiv preprint arXiv:2505.06570},
year = {2025}
}