Online Convex Programming (OCP) is a recently developed model of sequential decision-making in the presence of time-varying uncertainty. In this framework, a decisionmaker selects ...
This paper considers a real-time algorithm for performance optimization of switched-mode hybrid dynamical systems. The controlled parameter consists of the switching times between ...
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
We study a general online convex optimization problem. We have a convex set S and an unknown sequence of cost functions c1, c2, . . . , and in each period, we choose a feasible po...
Abraham Flaxman, Adam Tauman Kalai, H. Brendan McM...
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...