Technical note : nonstationary stochastic optimization under Lp,q-variation measures
Xi Chen, Yining Wang, Yu-Xiang Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Xi ; Wang, Yining ; Wang, Yu-Xiang |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 6, p. 1752-1765
|
| Subject: | nonstationary stochastic optimization | bandit convex optimization | variation budget constraints | minimax regret | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2019.1843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146930