Primal–Dual Algorithms for Convex Optimization via Regret Minimization
نویسندگان
چکیده
منابع مشابه
The convex optimization approach to regret minimization
A well studied and general setting for prediction and decision making is regret minimization in games. Recently the design of algorithms in this setting has been influenced by tools from convex optimization. In this chapter we describe the recent framework of online convex optimization which naturally merges optimization and regret minimization. We describe the basic algorithms and tools at the...
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ژورنال
عنوان ژورنال: IEEE Control Systems Letters
سال: 2018
ISSN: 2475-1456
DOI: 10.1109/lcsys.2018.2831721