collaborators

1 paper

math.OC2026

Multiscale replay: A robust algorithm for stochastic variational inequalities with a Markovian buffer

Milind Nakul, Tianjiao Li, Ashwin Pananjady

We introduce the Multiscale Experience Replay (MER) algorithm for solving a class of stochastic variational inequalities (VIs) in settings where samples are generated from a Markov…