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The knowledge gradient algorithm for a general class of online learning problems
Ryzhov, Ilya O.; Powell, Warren B.; Frazier, Peter I. - In: Operations research 60 (2012) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10009532627
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Data-driven robust resource allocation with monotonic cost functions
Ye, Chen; Marković, Nikola; Ryzhov, Ilya O.; … - In: Operations research 70 (2022) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10012820642
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Bayesian exploration for approximate dynamic programming
Ryzhov, Ilya O.; Mes, Martijn; Powell, Warren B.; Van … - In: Operations research 67 (2019) 1, pp. 198-214
Persistent link: https://www.econbiz.de/10012000816
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The local time method for targeting and selection
Ryzhov, Ilya O. - In: Operations research 66 (2018) 5, pp. 1406-1422
Persistent link: https://www.econbiz.de/10011932516