An asymptotically optimal strategy for constrained multi-armed bandit problems
Hyeong Soo Chang
| Year of publication: |
2020
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|---|---|
| Authors: | Chang, Hyeong Soo |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 91.2020, 3, p. 545-557
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| Subject: | Multi-armed bandit | Constrained stochastic optimization | Simulation optimization | Constrained Markov decision process | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Simulation | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Entscheidung | Decision |
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