| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142996 | Operations Research Letters | 2007 | 7 Pages |
Abstract
We propose online decision strategies for time-dependent sequences of linear programs which use no distributional and minimal geometric assumptions about the data. These strategies are obtained through Vovk's aggregating algorithm which combines recommendations from a given strategy pool. We establish an average-performance bound for the resulting solution sequence.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Tatsiana Levina, Yuri Levin, Jeff McGill, Mikhail Nediak,