Non-stationary stochastic optimization
Omar Besbes; Yonatan Gur; Assaf Zeevi
| Year of publication: |
2015
|
|---|---|
| Authors: | Besbes, Omar ; Gur, Yonatan ; Zeevi, Assaf |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 5, p. 1227-1244
|
| Subject: | stochastic approximation | non-stationary | minimax regret | online convex optimization | Stochastischer Prozess | Stochastic process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397831