Online linear programming : dual convergence, new algorithms, and regret bounds
Xiaocheng Li, Yinyu Ye
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Xiaocheng ; Ye, Yinyu |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 5, p. 2948-2966
|
| Subject: | online linear programming | Optimization | sequential decision making | stochastic dynamic programming | stochastic programming | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Entscheidungstheorie | Decision theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2164 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307143