Dynamic allocation problems in continuous time
From MaRDI portal
Recommendations
Cited in
(34)- On variant reflected backward SDEs, with applications
- Continuous multi-armed bandits and multiparameter processes
- Efficient allocation with continuous quantities
- Multi-armed bandits in discrete and continuous time
- Synchronization and optimality for multi-armed bandit problems in continuous time
- A stochastic representation theorem with applications to optimization and obstacle problems.
- Gittins' theorem under uncertainty
- On a stochastic representation theorem for Meyer-measurable processes
- Stochastic representation under \(g\)-expectation and applications: the discrete time case
- Bandit and covariate processes, with finite or non-denumerable set of arms
- A continuous-time version of a delegated asset management problem
- Pareto optimal allocations and dynamic programming
- Optimal stopping problems with restricted stopping times
- On Gittins' index theorem in continuous time
- Solution to the continuous time dynamic yield management model
- Optimal learning with non-Gaussian rewards
- Continuous-time allocation indices and their discrete-time approximation
- The multi-armed bandit, with constraints
- scientific article; zbMATH DE number 4079192 (Why is no real title available?)
- Expected supremum representation of the value of a singular stochastic control problem
- General Gittins index processes in discrete time.
- A class of solvable singular stochastic control problems
- scientific article; zbMATH DE number 775000 (Why is no real title available?)
- A general theory of multiarmed bandit processes with constrained arm switches
- Two-armed restless bandits with imperfect information: stochastic control and indexability
- Explicit Gittins Indices for a Class of Superdiffusive Processes
- Optimal activation of halting multi‐armed bandit models
- Index policy for multiarmed bandit problem with dynamic risk measures
- Empirical Gittins index strategies with -explorations for multi-armed bandit problems
- Minimizing the time to a decision
- Lévy bandits under Poissonian decision times
- Stochastic representation under filtration-consistent nonlinear expectations
- Optimizing sequential decision-making under risk: strategic allocation with switching penalties
- Optimal unrestricted dynamic stochastic scheduling with partial losses of work due to breakdowns
This page was built for publication: Dynamic allocation problems in continuous time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1333376)
