Non-stationary stochastic optimization

Operations Research

Volumn 63, Issue 5, 2015, Pages 1227-1244

  Besbes, Omar ^a   Gur, Yonatan ^b   Zeevi, Assaf ^a  

^a Columbia University ^*  (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Minimax regret; Non stationary; Online convex optimization; Stochastic approximation

Indexed keywords

APPROXIMATION THEORY; BUDGET CONTROL; CONVEX OPTIMIZATION; COST FUNCTIONS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

ACHIEVABLE PERFORMANCE; CHANGING ENVIRONMENT; MINIMAX REGRET; NONSTATIONARY; ONLINE CONVEX OPTIMIZATIONS; STOCHASTIC APPROXIMATIONS; STOCHASTIC OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS;

STRUCTURAL OPTIMIZATION;

EID: 84947997582     PISSN: 0030364X     EISSN: 15265463     Source Type: Journal    
DOI: 10.1287/opre.2015.1408     Document Type: Article

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