Robust Multiarmed Bandit Problems
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DOI: 10.1287/mnsc.2015.2153
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Cited by:
- Nikolsko-Rzhevskyy, Alex & Papell, David H. & Prodan, Ruxandra, 2017. "The Yellen rules," Journal of Macroeconomics, Elsevier, vol. 54(PA), pages 59-71.
- Xikui Wang & You Liang & Lysa Porth, 2019. "A Bayesian two‐armed bandit model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 624-636, May.
- Michael Jong Kim, 2020. "Variance Regularization in Sequential Bayesian Optimization," Mathematics of Operations Research, INFORMS, vol. 45(3), pages 966-992, August.
- Xu, Jianyu & Chen, Lujie & Tang, Ou, 2021. "An online algorithm for the risk-aware restless bandit," European Journal of Operational Research, Elsevier, vol. 290(2), pages 622-639.
- Keskin, Burcu B. & Griffin, Emily C. & Prell, Jonathan O. & Dilkina, Bistra & Ferber, Aaron & MacDonald, John & Hilend, Rowan & Griffis, Stanley & Gore, Meredith L., 2023. "Quantitative Investigation of Wildlife Trafficking Supply Chains: A Review," Omega, Elsevier, vol. 115(C).
- David B. Brown & Martin B. Haugh, 2017. "Information Relaxation Bounds for Infinite Horizon Markov Decision Processes," Operations Research, INFORMS, vol. 65(5), pages 1355-1379, October.
- Eisenberg, Julia & Krühner, Paul, 2018. "The impact of negative interest rates on optimal capital injections," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 1-10.
- Malekipirbazari, Milad & Çavuş, Özlem, 2024. "Index policy for multiarmed bandit problem with dynamic risk measures," European Journal of Operational Research, Elsevier, vol. 312(2), pages 627-640.
- Flores-Szwagrzak, Karol, 2022. "Learning by Convex Combination," Working Papers 16-2022, Copenhagen Business School, Department of Economics.
- Siwen Wang & Hui Chen & Chunyang Gong & Yanfei Shang & Zhixin Wang, 2024. "The Operation Strategy of a Multi-Microgrid Considering the Interaction of Different Subjects’ Interests," Energies, MDPI, vol. 17(19), pages 1-20, September.
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Keywords
bandit problems; robust control; model uncertainty; relative entropy; games against nature;All these keywords.
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