Constrained Online Convex Optimization With Feedback Delays

In this article, we study constrained online convex optimization (OCO) in the presence of feedback delays, where a decision maker chooses sequential actions without knowing the loss functions and constraint functions a priori . The loss/constraint functions vary with time and their feedback informat...

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Bibliographic Details
Published in:	IEEE transactions on automatic control Vol. 66; no. 11; pp. 5049 - 5064
Main Authors:	Cao, Xuanyu, Zhang, Junshan, Poor, H. Vincent
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.11.2021 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Algorithms Bandit feedback Benchmark testing Computational geometry constrained optimization Constraints Convex analysis Convexity Decision making Decision theory Delays Feedback feedback delay function feedback Functionals online convex optimization (OCO) Optimization Saddle points Time factors
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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