Sequential resource allocation in a stochastic environment: an overview and numerical experiments

DOI10.17721/1812-5409.2021/3.1zbMATH Open1488.91053OpenAlexW4210809614MaRDI QIDQ5018601FDOQ5018601

Authors: A. S. Dzhoga 

Publication date: 21 December 2021

Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17721/1812-5409.2021/3.1

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zbMATH Keywords

sequential analysisregret minimizationmulti-armed bandit problem

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cited In (3)

• Resource allocation in stochastic, finite-capacity, multi-project systems through the cross entropy methodology
• Multi-armed bandit problem with online clustering as side information
• Stochastic task selection and renewable resource allocation

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