We study online learning in an oblivious changing environment. The standard measure of regret bounds the difference between the cost of the online learner and the best decision in...
In an online linear optimization problem, on each period t, an online algorithm chooses st S from a fixed (possibly infinite) set S of feasible decisions. Nature (who may be adve...
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...
: - This paper introduces the main ideas of the nested partitions (NP) method, analyses its efficiency theoretically and proposes the way to improve the optimization efficiency of ...
Suppose a decision maker has to purchase a commodity over time with varying prices and demands. In particular, the price per unit might depend on the amount purchased and this pri...