Random-Walk Perturbations for Online Combinatorial Optimization

DOI10.1109/TIT.2015.2428253MaRDI QIDQ2977392zbMATH OpenOpenAlexFDO

Authors Gergely Neu, Luc Devroye, Gábor Lugosi

Publication date 28 April 2017

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2015.2428253

Mathematics Subject Classification ID

Online algorithms; streaming algorithms (68W27) Combinatorial optimization (90C27)

Cited in

(2)

• Beyond the hazard rate: more perturbation algorithms for adversarial multi-armed bandits
• Online learning over a finite action set with limited switching

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