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Using Predictions in Online Optimization
11 references·4 citing·38 second hop
Using Predictions in Online Optimization (2016)Using Predictions in Online OptimizationOnline Convex Optimization Using Predictions (2015)Online Convex Optimization Us…A tale of two metrics (2013)A tale of two metricsOnline Learning and Online Convex Optimization (2012)Online Learning and Online Co…Online Learning and Online Convex Optimization (2011)Online Learning and Online Co…Server farms with setup costs (2010)Server farms with setup costsMulti-armed Bandits with Metric Switching Costs (2009)Multi-armed Bandits with Metr…Logarithmic regret algorithms for online convex optimization (2007)Logarithmic regret algorithms…Efficient algorithms for online decision problems (2004)Efficient algorithms for onli…Online convex programming and generalized infinitesimal gradient ascent (2003)Online convex programming and…Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Continuous-Time Mean-Variance…Multi-armed bandits with switching penalties (1996)Multi-armed bandits with swit…Beyond Online Balanced Descent: An Optimal Algorithm for Smoothed Online Optimization (2019)Beyond Online Balanced Descen…An Online Algorithm for Smoothed Regression and LQR Control (2019)An Online Algorithm for Smoot…Using Predictions in Online Optimization with Switching Costs: A Fast Algorithm and A Fundamental Limit (2018)Using Predictions in Online O…A Virtual-Queue-Based Algorithm for Constrained Online Convex Optimization With Applications to Data Center Resource Allocation (2018)A Virtual-Queue-Based Algorit…Portfolio Selection: Efficient Diversification of Investments (1959)Adapted solution of a backward stochastic differential equation (1990)Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (2003)Controlled Markov Processes and Viscosity Solutions (2005)Dynamic Mean-Variance Asset Allocation (2010)MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)Some aspects of the sequential design of experiments (1952)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)A general approach for predicting the behavior of the Supreme Court of the United States (2017)Job Matching and the Theory of Turnover (1979)Finite-time Analysis of the Multiarmed Bandit Problem (2002)Matroid prophet inequalities and applications to multi-dimensional mechanism design (2014)Adversarial Bandits with Knapsacks (2019)Normative theory of patch foraging decisions (2020)The Theory of Learning in Games (1998)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Ad click prediction (2013)On a Generalized M/G/1 Queuing Process in Which the First Customer of Each Busy Period Receives Exceptional Service (1964)Managing performance and power consumption in a server farm (2011)Exact analysis of the M/M/k/setup class of Markov chains via recursive renewal reward (2013)Open problems in queueing theory inspired by datacenter computing (2021)Bandit Processes and Dynamic Allocation Indices (1979)Job Search and Labor Market Analysis (1984)Chapter 15 Job search and labor market analysis (1986)On the optimality of the Gittins index rule for multi-armed bandits with multiple plays (1999)Modeling Human Decision Making in Generalized Gaussian Multiarmed Bandits (2014)Contributions to the theory of games. (1960)How to use expert advice (1997)Algorithms for portfolio management based on the Newton method (2006)Combinatorial bandits (2012)From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)Smoothed Online Convex Optimization in High Dimensions via Online Balanced Descent (2018)Non-Stationary Stochastic Optimization (2015)Optimization under uncertainty in the era of big data and deep learning: When machine learning meets mathematical programming (2019)Bandit Algorithms (2020)
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References

  • 2003Online convex programming and generalized infinitesimal gradient ascent1,733 cited
  • 2012Online Learning and Online Convex Optimization1,254 cited
  • 2011Online Learning and Online Convex Optimization1,095 cited
  • 2000Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework1,009 cited
  • 2007Logarithmic regret algorithms for online convex optimization836 cited
  • 2004Efficient algorithms for online decision problems595 cited
  • 2010Server farms with setup costs158 cited
  • 1996Multi-armed bandits with switching penalties82 cited
  • 2015Online Convex Optimization Using Predictions70 cited
  • 2009Multi-armed Bandits with Metric Switching Costs66 cited
  • 2013A tale of two metrics60 cited

Cited by

  • 2018A Virtual-Queue-Based Algorithm for Constrained Online Convex Optimization With Applications to Data Center Resource Allocation49 cited
  • 2019An Online Algorithm for Smoothed Regression and LQR Control49 cited
  • 2019Beyond Online Balanced Descent: An Optimal Algorithm for Smoothed Online Optimization43 cited
  • 2018Using Predictions in Online Optimization with Switching Costs: A Fast Algorithm and A Fundamental Limit

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42 cited