Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case
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Publication:2397263
DOI10.1134/S0005117917020035zbMath1362.93165MaRDI QIDQ2397263
A. A. Lagunovskaya, F. A. Fedorenko, E. A. Krymova, Alexander V. Gasnikov, I. N. Usmanova
Publication date: 22 May 2017
Published in: Automation and Remote Control (Search for Journal in Brave)
Stochastic programming (90C15) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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- Online Learning and Online Convex Optimization
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- Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
- Prediction, Learning, and Games
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