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Online Projected Gradient Descent for Stochastic Optimization with Decision-Dependent Distributions.
Killian Wood
Gianluca Bianchin
Emiliano Dall'Anese
Published in:
CoRR (2021)
Keyphrases
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stochastic optimization
online learning
multistage
cost function
decision making
decision makers
probability distribution
loss function
machine learning
artificial intelligence
objective function
robust optimization
influence diagrams
structured light