Algorithms of robust stochastic optimization based on mirror descent method
From MaRDI portal
Publication:2289049
DOI10.1134/S0005117919090042zbMath1431.93064arXiv1907.02707OpenAlexW2972939971WikidataQ127239858 ScholiaQ127239858MaRDI QIDQ2289049
Alexandre B. Tsybakov, Alexander Nazin, Anatoli B. Juditsky, Arkadi Nemirovski
Publication date: 28 January 2020
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.02707
stochastic optimization algorithmsmirror descent methodrobust confidence setsconvex composite stochastic optimizationrobust iterative algorithms
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