Zexin Wang, Vincent Y. F. Tan, Jonathan Scarlett. Tight Regret Bounds for Noisy Optimization of a Brownian Motion. IEEE Transactions on Signal Processing, 70:1072-1087, 2022. [doi]
@article{WangTS22,
title = {Tight Regret Bounds for Noisy Optimization of a Brownian Motion},
author = {Zexin Wang and Vincent Y. F. Tan and Jonathan Scarlett},
year = {2022},
doi = {10.1109/TSP.2022.3144939},
url = {https://doi.org/10.1109/TSP.2022.3144939},
researchr = {https://researchr.org/publication/WangTS22},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {70},
pages = {1072-1087},
}