22 citations · 27 across the 12 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2017
Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression
Anastasia Bayandina, Elena Chernousova, Alexander Gasnikov +1
In this paper we propose a new approach to obtain mixing least square regression estimate by means of stochastic online mirror descent in non-euclidian set-up.
math.OC2015★ 3 cited
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…