An online algorithm for the risk-aware restless bandit
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DOI: 10.1016/j.ejor.2020.08.028
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References listed on IDEAS
- Dinesh Kumar, U. & Saranga, Haritha, 2010. "Optimal selection of obsolescence mitigation strategies using a restless bandit model," European Journal of Operational Research, Elsevier, vol. 200(1), pages 170-180, January.
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Cited by:
- José Niño-Mora, 2023. "Markovian Restless Bandits and Index Policies: A Review," Mathematics, MDPI, vol. 11(7), pages 1-27, March.
- Agrawal, Priyank & Tulabandhula, Theja & Avadhanula, Vashist, 2023. "A tractable online learning algorithm for the multinomial logit contextual bandit," European Journal of Operational Research, Elsevier, vol. 310(2), pages 737-750.
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Keywords
Markov process; Online optimization; Multi-armed bandit; Risk-aware; Risk measure;All these keywords.
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