The Knowledge Gradient Algorithm for a General Class of Online Learning Problems
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Publication:2892224
DOI10.1287/opre.1110.0999zbMath1241.90201OpenAlexW2069034916MaRDI QIDQ2892224
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
Publication date: 18 June 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1110.0999
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Rationality and learning in game theory (91A26)
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