A regret-based approach to non-stationary discrete stochastic optimization.

Omid Namvar Gharehshiran Vikram Krishnamurthy Gang George Yin

Published in: CDC (2015)

Keyphrases

non stationary
stochastic optimization
multistage
markov processes
discrete valued
adaptive algorithms
lower bound
online learning
autoregressive
white noise
robust optimization
temporal evolution
empirical mode decomposition
image sequences
change point detection