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ECCC
2006
218views more  ECCC 2006»
13 years 7 months ago
Efficient Algorithms for Online Game Playing and Universal Portfolio Management
We introduce a new algorithm and a new analysis technique that is applicable to a variety of online optimization scenarios, including regret minimization for Lipschitz regret func...
Amit Agarwal, Elad Hazan
EC
2008
164views ECommerce» more  EC 2008»
13 years 7 months ago
Tracking Moving Optima Using Kalman-Based Predictions
The dynamic optimization problem concerns finding an optimum in a changing environment. In the field of evolutionary algorithms, this implies dealing with a timechanging fitness l...
Claudio Rossi, Mohamed Abderrahim, Julio Cé...
ALENEX
2008
133views Algorithms» more  ALENEX 2008»
13 years 9 months ago
Comparing Online Learning Algorithms to Stochastic Approaches for the Multi-Period Newsvendor Problem
The multi-period newsvendor problem describes the dilemma of a newspaper salesman--how many paper should he purchase each day to resell, when he doesn't know the demand? We d...
Shawn O'Neil, Amitabh Chaudhary
NIPS
2008
13 years 8 months ago
Mind the Duality Gap: Logarithmic regret algorithms for online optimization
We describe a primal-dual framework for the design and analysis of online strongly convex optimization algorithms. Our framework yields the tightest known logarithmic regret bound...
Shai Shalev-Shwartz, Sham M. Kakade
IAT
2009
IEEE
13 years 5 months ago
Extending Algorithms for Mobile Robot Patrolling in the Presence of Adversaries to More Realistic Settings
Patrolling environments by means of autonomous mobile robots has received an increasing attention in the last few years. The interest of the agent community is mainly in the develo...
Nicola Basilico, Nicola Gatti, Thomas Rossi, Sofia...