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math.OC2026
Online Optimization with Unknown Time-Varying Parameters from Noisy Gradient Measurements
Shivanshu Tripathi, Maziar Raissi
We study online optimization problems in which the cost function depends on latent, time-varying parameters that are unmeasurable and governed by unknown dynamics. Specifically, we…
math.OC2025
Online Optimization with Unknown Time-varying Parameters
Shivanshu Tripathi, Abed AlRahman Al Makdah, Fabio Pasqualetti
In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics.…