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Volumn , Issue , 2012, Pages 363-367

Online learning for stochastic linear optimization problems

Author keywords

[No Author keywords available]

Indexed keywords

ACTION SPACES; COMPACT SUBSETS; COST MODELS; EXPECTED VALUES; LINEAR FUNCTIONS; LINEAR OPTIMIZATION PROBLEMS; ONLINE LEARNING; PERFORMANCE TRADE-OFF; POLYTOPES; PROBLEM SIZE; SHORTEST PATH ROUTING; SPECIAL CLASS; SUBLINEAR; TIME HORIZONS; TOTAL COSTS;

EID: 84860460204     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ITA.2012.6181775     Document Type: Conference Paper
Times cited : (4)

References (15)
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  • 3
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  • 4
    • 0000854435 scopus 로고
    • Adaptive Treatment Allocation and the Multi-Armed Bandit Problem
    • T. Lai, "Adaptive Treatment Allocation and The Multi-Armed Bandit Problem," Ann. Statist., vol 15, pp. 1091-1114, 1987.
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  • 5
    • 0000616723 scopus 로고
    • Sample Mean Based Index Policies with O(logn) Regret for the Multi-armed Bandit Problem
    • R. Agrawal, "Sample Mean Based Index Policies with O(logn) Regret for the Multi-armed Bandit Problem," Advances in Applied Probability, vol. 27, pp. 1054-1078, 1995.
    • (1995) Advances in Applied Probability , vol.27 , pp. 1054-1078
    • Agrawal, R.1
  • 6
    • 0036568025 scopus 로고    scopus 로고
    • Finite-time Analysis of the Multiarmed Bandit Problem
    • P. Auer, N. Cesa-Bianchi, P. Fischer, "Finite-time Analysis of the Multiarmed Bandit Problem," Machine Learning, vol. 47, pp. 235-256, 2002.
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    • Auer, P.1    Cesa-Bianchi, N.2    Fischer, P.3
  • 8
    • 0345224411 scopus 로고
    • The Continuum-Armed Bandit Problem
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    • (1995) SIAM J. Control and Optimization , vol.33 , Issue.6 , pp. 1926-1951
    • Agrawal, R.1
  • 10
    • 38049040954 scopus 로고    scopus 로고
    • Improved Rates for the Stochastic Continuum-Armed Bandit Problem
    • P. Auer, R. Ortner, C. Szepesvári, "Improved Rates for the Stochastic Continuum-Armed Bandit Problem," Lecture Notes in Computer Science, vol. 4539, pp. 454-468, 2007.
    • (2007) Lecture Notes in Computer Science , vol.4539 , pp. 454-468
    • Auer, P.1    Ortner, R.2    Szepesvári, C.3
  • 11
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    • Regret and Convergence Bounds for a Class of Continuum-Armed Bandit Problems
    • Jun.
    • E.W. Cope, "Regret and Convergence Bounds for a Class of Continuum-Armed Bandit Problems," IEEE Transactions on Automatic Control, vol. 54, no. 6, Jun. 2009.
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  • 13
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  • 14
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    • CENG-2010-9
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.