Preprints of the Keldysh Institute of Applied Mathematics
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Keldysh Institute preprints:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Preprints of the Keldysh Institute of Applied Mathematics, 2016, 047, 12 pp.
DOI: https://doi.org/10.20948/prepr-2016-47
(Mi ipmp2123)
 

Algorithmic models of human behavior following Yu. E. Nesterov

A. A. Lagunovskaya
References:
Abstract: Given research considers several convex stochastic optimization problems. These problems are solved using the methods that are very similar to the possible people behavior. The presentation is based mainly on the consideration the online stochastic version of the mirror descent method. Novelty is made up by the fact that almost all the scenarios are considered in the case of noise, including those of nonrandom nature. One of the goals of this preprint is to answer to the questions raised during the final lecture of the series of lectures read by Yu.E. Nesterov in April 2016 in the HSE (Moscow) (https://www.youtube.com/user/PreMoLab).
Keywords: convex stochastic optimization, mirror descent method, online optimization, algorithmic models of human behavior.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00722_а
15-31-20571_мол_а_вед
Document Type: Preprint
Language: Russian
Citation: A. A. Lagunovskaya, “Algorithmic models of human behavior following Yu. E. Nesterov”, Keldysh Institute preprints, 2016, 047, 12 pp.
Citation in format AMSBIB
\Bibitem{Lag16}
\by A.~A.~Lagunovskaya
\paper Algorithmic models of human behavior following Yu.\,E.~Nesterov
\jour Keldysh Institute preprints
\yr 2016
\papernumber 047
\totalpages 12
\mathnet{http://mi.mathnet.ru/ipmp2123}
\crossref{https://doi.org/10.20948/prepr-2016-47}
Linking options:
  • https://www.mathnet.ru/eng/ipmp2123
  • https://www.mathnet.ru/eng/ipmp/y2016/p47
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Препринты Института прикладной математики им. М. В. Келдыша РАН
    Statistics & downloads:
    Abstract page:130
    Full-text PDF :58
    References:26
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024