Cautious Regret Minimization: Online Optimization with Long-Term Budget Constraints

Nikolaos Liakopoulos, Apostolos Destounis, Georgios S. Paschos, Thrasyvoulos Spyropoulos, Panayotis Mertikopoulos

Abstract: We study a class of online convex optimization problems with long-term budget constraints that arise naturally as reliability guarantees or total consumption constraints. In this general setting, p...