An Asymptotically Optimal Primal-Dual Incremental Algorithm for Contextual Linear Bandits.
Andrea TirinzoniMatteo PirottaMarcello RestelliAlessandro LazaricPublished in: CoRR (2020)
Keyphrases
- agent technology
- asymptotically optimal
- primal dual
- call center
- linear programming
- asymptotic optimality
- interior point methods
- affine scaling
- semidefinite programming
- approximation algorithms
- linear program
- algorithm for linear programming
- linear programming problems
- convex optimization
- convergence rate
- variational inequalities
- interior point algorithm
- simplex algorithm
- arrival rate
- semidefinite
- interior point
- quadratic programming
- holding cost
- optimal policy
- linear systems
- simplex method
- response time
- saddle point
- np hard
- machine learning
- computational complexity
- objective function