Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors-Reference-Cited by-同舟云学术

Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors

Published:2020-09 Issue:5 Volume:68 Page:1538-1556
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Han Weidong¹^ORCID,Powell Warren B.¹

Affiliation:

1. Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08540

Abstract

Online Learning with Multiperiod Lookaheads

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Reference42 articles.

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2. Audibert JY, Bubeck S (2010) Best arm identification in multi-armed bandits. Proc. 23rd Annual Conf. Learn. Theory (COLT), Haifa, Israel.

3. Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic

4. Dynamic Pricing: A Learning Approach

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