Regret in Online Combinatorial Optimization
نویسندگان
چکیده
منابع مشابه
Regret in Online Combinatorial Optimization
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have achieved by picking, in hindsight, the best possible action. Our goal is to understand the magnitude of the best possible (minimax) regret. We study the prob...
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In "classical" optimization, all data of a problem instance are considered given. The standard theory and the usual algorithmic techniques apply to such cases only. Online optimization is different. Many decisions have to be made before all data are available. In addition, decisions once made cannot be changed. How should one act "best" in such an environment? In this paper we survey online pro...
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Uncertainty in optimization is not a new ingredient. Diverse models considering uncertainty have been developed over the last 40 years. In our paper we essentially discuss a particular uncertainty model associated with combinatorial optimization problems, developed in the 90’s and broadly studied in the past years. This approach named minmax regret (in particular our emphasis is on the robust d...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2014
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2013.0598