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math.OC2020★ 8 cited
Mirror Descent and the Information Ratio
Tor Lattimore, András György
We establish a connection between the stability of mirror descent and the information ratio by Russo and Van Roy [2014]. Our analysis shows that mirror descent with suitable loss e…
math.OC2016★ 1 cited
Max-affine estimators for convex stochastic programming
Gábor Balázs, András György, Csaba Szepesvári
In this paper, we consider two sequential decision making problems with a convexity structure, namely an energy storage optimization task and a multi-product assembly example. We f…