Best-response search algorithms for non-stationary discrete stochastic optimization.

Omid Namvar Gharehshiran Vikram Krishnamurthy Gang George Yin

Published in: CDC (2014)

Keyphrases

non stationary
stochastic optimization
search algorithm
discrete valued
markov processes
multistage
adaptive algorithms
autoregressive
robust optimization
temporal evolution
video sequences
tabu search
outlier detection
background subtraction
white noise