Abstract
In various applications such as smart grids, the online player is allowed a limited number of switches among decisions. Additionally, real-world scenarios often involve feedback delays or access to near-future predictions. Motivated by this, we study Online Convex Optimization with a switching limit, incorporating feedback delays and predictions. In this extended abstract, we established a near-optimal regret of O(T/S) for delayed feedbacks and a bound of O(T/S - t ) for predictions of t rounds even though the player is only allowed to move at most S times, in expectation, across T rounds. We developed an algorithm which achieves the bounds in both cases and still works when there are both delays and predictions.
| Original language | English |
|---|---|
| Pages (from-to) | 3-5 |
| Number of pages | 3 |
| Journal | Performance Evaluation Review |
| Volume | 51 |
| Issue number | 2 |
| DOIs | |
| State | Published - Oct 2 2023 |
Fingerprint
Dive into the research topics of 'Switching Constrained Online Convex Optimization with Predictions and Feedback Delays'. Together they form a unique fingerprint.Cite this
- APA
- Author
- BIBTEX
- Harvard
- Standard
- RIS
- Vancouver