Non-Stationary Stochastic Optimization

From MaRDI portal
Publication:2795881

DOI10.1287/opre.2015.1408zbMath1338.90280arXiv1307.5449OpenAlexW3123661679MaRDI QIDQ2795881

Assaf J. Zeevi, Yonatan Gur, Omar Besbes

Publication date: 22 March 2016

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.5449




Related Items (25)

Dynamic Pricing and Learning with Finite InventoriesTracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian OptimizationData-Driven Pricing for a New ProductDecentralized online convex optimization based on signs of relative statesLearning in Structured MDPs with Convex Cost Functions: Improved Regret Bounds for Inventory ManagementHandling concept drift via model reuseStochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuningTechnical note: <scp>Finite‐time</scp> regret analysis of <scp>Kiefer‐Wolfowitz</scp> stochastic approximation algorithm and nonparametric <scp>multi‐product</scp> dynamic pricing with unknown demandA relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraintsUnnamed ItemOnline decision making for trading wind energyDecentralized online convex optimization with compressed communicationsNonstationary online convex optimization with multiple predictionsNearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset SelectionThe optimal dynamic regret for smoothed online convex optimization with squared \(l_2\) norm switching costsOptimal Exploration–Exploitation in a Multi-armed Bandit Problem with Non-stationary RewardsDynamic regret of adaptive gradient methods for strongly convex problemsTechnical Note—Nonstationary Stochastic Optimization Under Lp,q-Variation MeasuresNonstationary Bandits with Habituation and Recovery DynamicsBounds for the tracking error of first-order online optimization methodsTechnical Note—Perishable Inventory Systems: Convexity Results for Base-Stock Policies and Learning Algorithms Under Censored DemandReinforcement with Fading MemoriesUnnamed ItemAdaptive online distributed optimization in dynamic environmentsA Simplex Method for Countably Infinite Linear Programs



Cites Work


This page was built for publication: Non-Stationary Stochastic Optimization