A continuous-time approach to online optimization.
Joon KwonPanayotis MertikopoulosPublished in: CoRR (2014)
Keyphrases
- online learning
- markov chain
- global optimization
- real time
- markov processes
- optimization algorithm
- stochastic processes
- optimization problems
- joint optimization
- evolution strategy
- optimal control problems
- online resources
- online environment
- discrete optimization
- optimization process
- optimal control
- state space
- search algorithm
- objective function
- case study
- neural network