Best-response search algorithms for non-stationary discrete stochastic optimization

Omid Namvar Gharehshiran, Vikram Krishnamurthy, Gang George Yin. Best-response search algorithms for non-stationary discrete stochastic optimization. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 4191-4196, IEEE, 2014. [doi]

Abstract

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