Online optimization

Online optimization is a field of optimization theory, more popular in computer science and operations research, that deals with the optimization problems having no or incomplete knowledge of the future (online).

In many situations, present decisions (for example, resources allocation) must be made with incomplete knowledge of the future. In such cases, online optimization[1] can be used, which is different from other approaches such as robust optimization, stochastic optimization and Markov decision processes.

References

  1. ↑ Jaillet, Patrick, and Michael R. Wagner. Online Optimization. Springer Publishing Company, Incorporated, 2012.
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