Stochastic Composite Mirror Descent: Optimal Bounds with High Probabilities.
Yunwen LeiKe TangPublished in: NeurIPS (2018)
Keyphrases
- worst case
- asymptotically optimal
- lower bound
- dynamic programming
- upper bound
- expected loss
- optimal cost
- locally optimal
- state dependent
- optimal design
- optimal solution
- stage stochastic programs
- stochastic dynamic programming
- omni directional
- genetic algorithm
- arrival rate
- lower and upper bounds
- stochastic optimization
- optimal strategy
- field of view
- error bounds
- regret bounds
- closed form
- monte carlo
- state space