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

DOI10.17721/1812-5409.2021/3.1MaRDI QIDQ5018601zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

sequential analysisregret minimizationmulti-armed bandit problem

Mathematics Subject Classification ID

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

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