Online Learning and Simulation Based Algorithms for Stochastic Optimization
In many optimization problems, the relationship between the objective and parameters is not known. The objective function itself may be stochastic such as a long-run average over some random cost samples. In such cases finding the gradient of the objective is not possible. It is in this setting that...
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| Language: | en_US |
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2018
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| Online Access: | http://hdl.handle.net/2005/3245 http://etd.ncsi.iisc.ernet.in/abstracts/4106/G25592-Abs.pdf |