On Incomplete Learning and Certainty-Equivalence Control

DOI10.1287/opre.2017.1713zbMath1443.90214OpenAlexW2728461820WikidataQ129460625 ScholiaQ129460625MaRDI QIDQ4971399

N. Bora Keskin, Assaf J. Zeevi

Publication date: 12 October 2020

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6a66f0a71426fb9a94ca8b487d9c35acad0fe4a6

zbMATH Keywords

sequential estimationdynamic controlcertainty equivalenceincomplete learning

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

Related Items (6)

Dynamic Learning and Market Making in Spread Betting Markets with Informed Bettors ⋮ Dynamic Learning and Decision Making via Basis Weight Vectors ⋮ Technical note: <scp>Finite‐time</scp> regret analysis of <scp>Kiefer‐Wolfowitz</scp> stochastic approximation algorithm and nonparametric <scp>multi‐product</scp> dynamic pricing with unknown demand ⋮ Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning ⋮ A Bayesian learning model for estimating unknown demand parameter in revenue management ⋮ A Primal–Dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint

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