6 citations · 11 across the 7 of their papers we have counts for
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math.ST2017★ 1 cited
Two-Armed Bandit Problem, Data Processing, and Parallel Version of the Mirror Descent Algorithm
Alexander Kolnogorov, Alexander Nazin, Dmitry Shiyan
We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unkno…
math.OC2017
Algorithms of Inertial Mirror Descent in Convex Problems of Stochastic Optimization
Alexander Nazin
The goal is to modify the known method of mirror descent (MD), proposed by A.S. Nemirovsky and D.B. Yudin in 1979. The paper shows the idea of a new, so-called inertial MD method w…