Online Convex Optimization with Stochastic Constraints
Hao Yu, Michael Neely, Xiaohan Wei
–Neural Information Processing Systems
This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d.
Neural Information Processing Systems
Oct-4-2024, 07:35:47 GMT
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