9 citations · 25 across the 8 of their papers we have counts for
8 papers
Algorithmic models of human behavior and stochastic optimization
Maktagali Bektemessov, Alexander Gasnikov, Anastasia Lagunovskaya +1
In this article we describe the solutions of three problems posed at different time by Yurii Nesterov. First problem is 'Mage vs Experts': Assume that we live in some enviroment th…
Parallel algorithms and probability of large deviation for stochastic optimization problems
Pavel Dvurechensky, Alexander Gasnikov, Anastasia Lagunovskaya
We consider convex stochastic optimization problems under different assumptions on the properties of available stochastic subgradient. It is known that, if the value of the objecti…
Gradient-free two-points optimal method for non smooth stochastic convex optimization problem with additional small noise
Anastasia Bayandina, Alexander Gasnikov, Fariman Guliev +1
Using double-smoothing technique and stochastic mirror descent with inexact oracle we built an optimal algorithm (up to a multiplicative factor) for two-points gradient-free non-sm…
Universal similar triangulars method for searching equilibriums in traffic flow distribution models
Dilyara Baimurzina, Alexander Gasnikov, Evgenia Gasnikova +4
We describe how primal-dual version of Nesterov's Universal Method (with one projection) can be applied to solve the dual problem for the problem of searching equilibrium traffic f…
On the relationship between imitative logit dynamics in the population game theory and mirror descent method in the online optimization using the example of the Shortest Path Problem
Alexander Gasnikov, Anastasia Lagunovskaya, Larisa Morozova
In this paper we describe how imitative logit dynamic (rather popular in population games theory) can be interpreted in terms of mirror descent method (well known in convex optimiz…
Nonlinear stochastic multiarmed bandit problems with inexact oracle
Alexander Gasnikov, Ekaterina Krymova, Anastasia Lagunovskaya +2
In the paper we consider one point and two point multiarmed bamdit problems. In other words we consider the online stochastic convex optimization problems with oracle that return t…
Efficient calculation of stochastic equilibriums in the Beckmann's and stable dynamic models
Alexander Gasnikov, Evgenia Gasnikova, Pavel Dvurechensky +2
We propose composite approache to the special sum-type convex optimization problem with affine restriction and special entropy type regularization. Since the fuctional has a penalt…
Gradient-free prox-methods with inexact oracle for stochastic convex optimization problems on a simplex
Alexander Gasnikov, Anastasia Lagunovskaya, Ilnura Usmanova +1
In the paper we show that euclidian randomization in some situations (i.e. for gradient-free method on a simplex) can be as good as the randomization on the unit sphere in 1-norm.…