On Incomplete Learning and Certainty-Equivalence Control
From MaRDI portal
Publication:4971399
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
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
Cites Work
- Asymptotically efficient adaptive allocation rules
- Adaptive design and stochastic approximation
- Asymptotic theory of nonlinear least squares estimation
- Iterated least squares in multiperiod control
- Model predictive control: Theory and practice - a survey
- Optimal learning and experimentation in bandit problems.
- Asymptotic properties of nonlinear least squares estimates in stochastic regression models
- Reinforcement Learning: A Tutorial Survey and Recent Advances
- Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies
- Dynamic Pricing Under a General Parametric Choice Model
- Adaptive control of Markov chains, I: Finite parameter set
- Dynamic Pricing and Learning with Finite Inventories
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
- Identification and Adaptive Control of Markov Chains
- Probability with Martingales
- The Multi-Period Control Problem Under Uncertainty
- Incomplete Learning from Endogenous Data in Dynamic Allocation
- Technical Note—Dynamic Pricing and Demand Learning with Limited Price Experimentation
- Dynamic Pricing with Multiple Products and Partially Specified Demand Distribution
- Improved Rates for the Stochastic Continuum-Armed Bandit Problem
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Chasing Demand: Learning and Earning in a Changing Environment
- Stochastic Estimation of the Maximum of a Regression Function
- Some aspects of the sequential design of experiments
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Stochastic approximation
- Finite-time analysis of the multiarmed bandit problem
This page was built for publication: On Incomplete Learning and Certainty-Equivalence Control
