Concepedia

Online Stochastic Optimization

Online Stochastic Optimization is a stochastic optimization framework in which decisions are made sequentially in real-time under uncertainty, with the distinguishing feature that the underlying probability distributions of random variables are either unknown or revealed incrementally through partial observations, requiring adaptive decision-making at each stage.

244

Publications

105.5K

Citations

606

Authors

259

Institutions

Publications per year

2017–2026

105

Parents

Publications

244

Adam: A Method for Stochastic Optimization

Diederik P. Kingma, Jimmy Ba · UvA-DARE (University of Amsterdam) · 2014 · 84.8K citations · Full text

, , +16

Adaptive Subgradient Methods for Online Learning and Stochastic Optimization

John C. Duchi, Elad Hazan, Yoram Singer · 2010 · 8.6K citations

, , +15

Online Learning for Latent Dirichlet Allocation

Matthew D. Hoffman, Francis Bach, David M. Blei · 2010 · 1.3K citations

, , +16

Optimal Distributed Online Prediction using Mini-Batches

Ofer Dekel, Ran Gilad-Bachrach, Ohad Shamir et al. · arXiv (Cornell University) · 2010 · 563 citations · Full text

, , +15

Combinatorial Network Optimization With Unknown Variables: Multi-Armed Bandits With Linear Rewards and Individual Observations

Yi Gai, Bhaskar Krishnamachari, Rahul Jain · IEEE/ACM Transactions on Networking · 2012 · 434 citations

, , +15

1–5 of 244

Authors

606

  1. PV
    Pascal Van Hentenryck

    Brown University, United States

    6 publications · 278 citations

    6

    h-index

  2. EH
    Elad Hazan

    Princeton University, United States

    5 publications · 9K citations

    5

    h-index

  3. RB
    Russell Bent

    Los Alamos National Laboratory, United States

    5 publications · 258 citations

    5

    h-index

  4. NL
    Na Li

    Harvard University, United States

    4 publications · 131 citations

    4

    h-index

  5. YL
    Yingying Li

    Harvard University, United States

    4 publications · 131 citations

    4

    h-index

1–5 of 606

Institutions

259

  1. Princeton University

    Princeton, United States

    12 h-index

    19 publications

    11.9K citations

  2. Google (United States)

    Mountain View, United States

    9 h-index

    17 publications

    9.1K citations

  3. Cornell University

    Ithaca, United States

    8 h-index

    14 publications

    513 citations

  4. Massachusetts Institute of Technology

    Cambridge, United States

    8 h-index

    11 publications

    445 citations

  5. Tsinghua University

    Beijing, China

    8 h-index

    18 publications

    537 citations

  6. Hong Kong University of Science and Technology

    Hong Kong, Hong Kong

    7 h-index

    11 publications

    739 citations

  7. University of Illinois Urbana-Champaign

    Urbana, United States

    7 h-index

    11 publications

    283 citations

  8. University of Southern California

    Los Angeles, United States

    7 h-index

    12 publications

    1.5K citations

1–8 of 259

Venues

  1. arXiv (Cornell University)

    Repository · 43 publications · 1.7K citations

    21

    h-index

  2. IEEE Transactions on Automatic Control

    12 publications · 472 citations

    12

    h-index

  3. Journal of Machine Learning Research

    JMLR · 6 publications · 872 citations

    6

    h-index

  4. Neural Information Processing Systems

    Conference · 6 publications · 237 citations

    6

    h-index

  5. Operations Research

    5 publications · 360 citations

    5

    h-index

1–5