Linear Stochastic Bandits Under Safety Constraints.
Sanae AmaniMahnoosh AlizadehChristos ThrampoulidisPublished in: NeurIPS (2019)
Keyphrases
- linear constraints
- chance constraints
- stochastic systems
- constraint satisfaction
- closed form solutions
- linear inequalities
- constrained optimization
- global constraints
- stochastic programming problems
- multi armed bandits
- regret bounds
- equality constraints
- learning automata
- continuous variables
- constraint networks
- constraint programming
- search space
- data sets