EUCA - Adaptive mirror descent algorithm for the minimization of expected cumulative losses driven by a renewal process

2015 European Control Conference (ECC)

Author(s): Alexander Nazin ; Svetlana Anulova ; Andrey Tremba ; Pavel Shcherbakov
Publisher: EUCA
Publication Date: 1 July 2015
Conference Location: Linz, Austria
Conference Date: 15 July 2015
Page(s): 1,195 - 1,199
ISBN (Electronic): 978-3-9524-2693-7
ISBN (USB): 978-3-9524-2694-4
DOI: 10.1109/ECC.2015.7330702
Regular:

The problem considered in this paper is the minimization of expected cumulative losses in a stochastic system. The losses over time horizon are formed by the values of an unknown loss function at... View More

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