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  • title: A Unifying Framework for Online Optimization with Long-Term Constraints
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            A Unifying Framework for Online Optimization with Long-Term Constraints
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            A Unifying Framework for Online Optimization with Long-Term Constraints

            Nov 28, 2022

            Speakers

            MC

            Matteo Castiglioni

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            AC

            Andrea Celli

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            AM

            Alberto Marchesi

            Speaker · 1 follower

            About

            We study online learning problems in which a decision maker has to take a sequence of decisions subject to m long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small cumulative constraints violations across the T rounds. We present the first best-of-both-world type algorithm for this general class of problems, with no-regret guarantees both in the case in which rewards and constraints are selected according to an unknown stoc…

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            NeurIPS 2022

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