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Online Saddle Point Tracking with Decision-Dependent Data
Killian Wood, Emiliano Dall'Anese
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variable…
math.OC2022
Stochastic Saddle Point Problems with Decision-Dependent Distributions
Killian Wood, Emiliano Dall'Anese
This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff functi…