Optimal Stochastic Nonconvex Optimization with Bandit Feedback.
Puning ZhaoLifeng LaiPublished in: CoRR (2021)
Keyphrases
- optimization problems
- joint optimization
- global optimization
- optimal selection
- optimal design
- stochastic optimization
- approximately optimal
- dynamic programming
- optimal control problems
- constrained optimization
- optimal control
- optimization methods
- regret bounds
- stochastic programming
- optimization algorithm
- resource allocation
- multi armed bandit
- max min
- user feedback
- stochastic search
- control policies
- nonlinear programming
- globally convergent
- finding optimal
- state dependent
- decision variables