Optimal learning with non-Gaussian rewards (Q2806349): Difference between revisions

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-.1017/apr.2015.9
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+W2297707299
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+PROPERTIES OF THE GITTINS INDEX WITH APPLICATION TO OPTIMAL SCHEDULING
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+Finite-time analysis of the multiarmed bandit problem
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+Optimal learning and experimentation in bandit problems.
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+Sequential Testing Problems for Lévy Processes
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+Dynamic Assortment with Demand Learning for Seasonal Consumer Goods
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+Conditional Lévy processes
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+Probability and Stochastics
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+Bandit Problems with Lévy Processes
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+Convergence of values in optimal stopping and convergence of optimal stopping times
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+Dynamic allocation problems in continuous time
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+Dynamic Pricing with a Prior on Market Response
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+Explicit Gittins Indices for a Class of Superdiffusive Processes
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+Consistency of Sequential Bayesian Sampling Policies
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+A Knowledge-Gradient Policy for Sequential Information Collection
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+The learning component of dynamic allocation indices
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+Multi‐Armed Bandit Allocation Indices
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+A Generalized Gittins Index for a Class of Multiarmed Bandits with General Resource Requirements
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+Lévy bandits: Multi-armed bandits driven by Lévy processes
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+The Multi-Armed Bandit Problem: Decomposition and Computation
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+Sur l'approximation des réduites. (On the approximation of residues)
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+Stalking Information: Bayesian Inventory Management with Unobserved Lost Sales
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+Discrete multiarmed bandits and multiparameter processes
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+Continuous multi-armed bandits and multiparameter processes
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+Processes that can be embedded in Brownian motion
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+How Does the Value Function of a Markov Decision Process Depend on the Transition Probabilities?
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+On optimal stopping and free boundary problems
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+Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
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+Optimal investment and consumption with stochastic dividends
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+.1017/APR.2015.9
@@ Property / DOI: 10.1017/APR.2015.9 / rank @@
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