Technical Note—Nonstationary Stochastic Optimization Under Lp,q-Variation Measures

DOI10.1287/opre.2019.1843zbMath1455.90113arXiv1708.03020OpenAlexW2976415674MaRDI QIDQ5129221

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Publication date: 26 October 2020

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03020

zbMATH Keywords

minimax regretbandit convex optimizationnonstationary stochastic optimizationvariation budget constraints

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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