An asymptotically optimal strategy for constrained multi-armed bandit problems
Hyeong Soo Chang
| Year of publication: |
2020
|
|---|---|
| Authors: | Chang, Hyeong Soo |
| Subject: | Multi-armed bandit | Constrained stochastic optimization | Simulation optimization | Constrained Markov decision process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Simulation | Entscheidung | Decision | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Dynamische Optimierung | Dynamic programming | Wahrscheinlichkeitsrechnung | Probability theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-019-00697-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012301631