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A continuous-time approach to online optimization
16 references·0 citing·37 second hop
A continuous-time approach to online optimization (2017)A continuous-time approach to online opti…Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Regret Analysis of Stochastic…Online Learning and Online Convex Optimization (2011)Online Learning and Online Co…Introduction to Online Optimization (2011)Introduction to Online Optimi…Online Learning: Theory, Algorithms, and Applications (2007)Online Learning: Theory, Algo…Exponential weight algorithm in continuous time (2007)Exponential weight algorithm …Stochastic Approximations and Differential Inclusions, Part II: Applications (2006)Stochastic Approximations and…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Online convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…On the Global Convergence of Stochastic Fictitious Play (2002)On the Global Convergence of …Conditional Universal Consistency (1999)Conditional Universal Consist…Analysis of Two Gradient-Based Algorithms for On-Line Regression (1999)Analysis of Two Gradient-Base…How to use expert advice (1997)How to use expert adviceExponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Exponentiated Gradient versus…Consistency and cautious fictitious play (1995)Consistency and cautious fict…A game of prediction with expert advice (1995)A game of prediction with exp…AGGREGATING STRATEGIES (1990)AGGREGATING STRATEGIESA Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Online Learning and Online Convex Optimization (2012)Theory of games and economic behavior (2019)Contributions to the theory of games. (1960)The Asymptotic Theory of Extreme Order Statistics (1990)Tracking the Best Expert (1998)Adaptive Game Playing Using Multiplicative Weights (1999)Efficient algorithms for online decision problems (2004)A Stochastic Approximation Method (1951)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)Introduction to Multi-Armed Bandits (2019)Some aspects of the sequential design of experiments (1952)The Nonstochastic Multiarmed Bandit Problem (2002)A general approach for predicting the behavior of the Supreme Court of the United States (2017)Econometric Models of Probabilistic Choice (1981)Discrete Choice Theory of Product Differentiation (1992)Uncoupled Dynamics Do Not Lead to Nash Equilibrium (2003)Stochastic Approximations and Differential Inclusions (2005)Autonomous Vehicle-Target Assignment: A Game-Theoretical Formulation (2007)The Economy as an Evolving Complex System II (2018)The Theory of Learning in Games (1998)Ad click prediction (2013)1. Some Topics in Two-Person Games (1964)The Evolution of Conventions (1993)The Statistical Mechanics of Strategic Interaction (1993)A General Class of Adaptive Strategies (2001)Adaptive Heuristics (2005)Stable games and their dynamics (2009)Theory of Games and Statistical Decisions (1955)Regret bounds for sleeping experts and bandits (2010)Evolutionary Game Theory: A Renaissance (2018)Online convex optimization in the bandit setting: gradient descent without a gradient (2004)On the Universality of Online Mirror Descent (2011)Regret in Online Combinatorial Optimization (2013)Learning in games with continuous action sets and unknown payoff functions (2018)
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References

  • 2006Prediction, Learning, and Games3,176 cited
  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 2012Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems1,410 cited
  • 2011Online Learning and Online Convex Optimization1,095 cited
  • 1997Exponentiated Gradient versus Gradient Descent for Linear Predictors856 cited
  • 1997How to use expert advice631 cited
  • 2002On the Global Convergence of Stochastic Fictitious Play407 cited
  • 1990AGGREGATING STRATEGIES326 cited
  • 2007Online Learning: Theory, Algorithms, and Applications297 cited
  • 1995Consistency and cautious fictitious play288 cited
  • 1999Conditional Universal Consistency154 cited
  • 2006Stochastic Approximations and Differential Inclusions, Part II: Applications111 cited
  • 2011Introduction to Online Optimization108 cited
  • 1995A game of prediction with expert advice87 cited
  • 1999Analysis of Two Gradient-Based Algorithms for On-Line Regression69 cited
  • 2007Exponential weight algorithm in continuous time

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