{"paper":{"title":"Online Optimization with Unknown Time-Varying Parameters from Noisy Gradient Measurements","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.SY","eess.SY"],"primary_cat":"math.OC","authors_text":"Maziar Raissi, Shivanshu Tripathi","submitted_at":"2026-05-21T09:58:05Z","abstract_excerpt":"We study online optimization problems in which the cost function depends on latent, time-varying parameters that are unmeasurable and governed by unknown dynamics. Specifically, we consider a strongly convex cost function whose linear term evolves according to unknown linear stochastic dynamics, while the algorithm has access only to finite noisy gradient measurements. We propose a solution that uses control theoretic tools to reconstruct the latent parameters from gradient observations using a Gauss-Markov estimator, then identifies the parameter dynamics using an instrumental-variable estima"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.22251","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2605.22251/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}