937 citations · 4k across the 76 of their papers we have counts for
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stat.ML2010★ 2 cited
Information-theoretic lower bounds on the oracle complexity of stochastic convex optimization
Alekh Agarwal, Peter L. Bartlett, Pradeep Ravikumar +1
Relative to the large literature on upper bounds on complexity of convex optimization, lesser attention has been paid to the fundamental hardness of these problems. Given the exten…
stat.ML2010★ 13 cited
Optimal Allocation Strategies for the Dark Pool Problem
Alekh Agarwal, Peter Bartlett, Max Dama
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a…