Stochastic Online Optimization using Kalman Recursion.
Joseph De VilmarestOlivier WintenbergerPublished in: CoRR (2020)
Keyphrases
- stochastic optimization
- stochastic programming
- online learning
- stochastic search
- optimization algorithm
- database
- optimization problems
- multistage
- combinatorial optimization
- global optimization
- deductive databases
- optimal control problems
- online environment
- discrete optimization
- filtering algorithm
- optimization method
- monte carlo
- neural network
- optimization methods
- stochastic model
- robust optimization
- artificial neural networks
- bayesian networks
- learning algorithm
- optimization strategies
- real time