An online algorithm for the risk-aware restless bandit
Jianyu Xu, Lujie Chen, Ou Tang
| Year of publication: |
2021
|
|---|---|
| Authors: | Xu, Jianyu ; Chen, Lujie ; Tang, Ou |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 290.2021, 2 (16.4.), p. 622-639
|
| Subject: | Markov process | Multi-armed bandit | Online optimization | Risk measure | Risk-aware | Markov-Kette | Markov chain | Theorie | Theory | Algorithmus | Algorithm | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Risikomaß |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.08.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012495209