Trading regret for efficiency: online convex optimization with long term constraints
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- Decentralized online convex optimization based on signs of relative states
- Online strongly convex optimization with unknown delays
- Regrets of proximal method of multipliers for online non-convex optimization with long term constraints
- Online learning with sample path constraints
- Primal-dual algorithms for optimization with stochastic dominance
- A low complexity algorithm with \(O(\sqrt{T})\) regret and \(O(1)\) constraint violations for online convex optimization with long term constraints
- Online Linear Programming: Dual Convergence, New Algorithms, and Regret Bounds
- Bandits with global convex constraints and objective
- Online Learning with Constraints
- Dynamic online convex optimization with long-term constraints via virtual queue
- Distributed online bandit linear regressions with differential privacy
- Online bandit convex optimisation with stochastic constraints via two-point feedback
- No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization
- Decentralized online convex optimization with compressed communications
- Simple and fast algorithm for binary integer and online linear programming
- Strong Convexity of Feasible Sets in Off-line and Online Optimization
- Achieving zero constraint violation for concave utility constrained reinforcement learning via primal-dual approach
- Adversarial bandits with knapsacks
- Regret analysis of an online majorized semi-proximal ADMM for online composite optimization
- Distributed constrained online convex optimization with adaptive quantization
- Distributed online optimization subject to long-term constraints and time-varying topology: an event-triggered and bandit feedback approach
- Controlling Cumulative Adverse Risk in Learning Optimal Dynamic Treatment Regimens
- Augmented Lagrangian methods for time-varying constrained online convex optimization
- On the dual gradient descent method for the resource allocation problem in multiagent systems
- Combinatorial multi-armed bandits with fairness constraints: an online convex optimization perspective
- Stochastic-constrained stochastic optimization with Markovian data
- A stochastic augmented Lagrangian method for stochastic convex programming
- Online alternating direction method of multipliers for online composite optimization
- Convergence and sample complexity of natural policy gradient primal-dual methods for constrained MDPs
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