Adaptive mirror descent algorithm for the minimization of expected cumulative losses driven by a renewal process

Alexander Nazin, Svetlana Anulova, Andrey Tremba, Pavel S. Shcherbakov. Adaptive mirror descent algorithm for the minimization of expected cumulative losses driven by a renewal process. In European Control Conference, ECC 2015, Linz, Austria, July 15-17, 2015. pages 1195-1199, IEEE, 2015. [doi]

Abstract

Abstract is missing.