Bayesian exploration for approximate dynamic programming
| Year of publication: |
2019
|
|---|---|
| Authors: | Ryzhov, Ilya O. ; Mes, Martijn ; Powell, Warren B. ; Van den Berg, Gerald |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 67.2019, 1, p. 198-214
|
| Subject: | approximate dynamic programming | optimal learning | Bayesian learning | correlated beliefs | value of information | Lernprozess | Learning process | Dynamische Optimierung | Dynamic programming | Bayes-Statistik | Bayesian inference | Theorie | Theory | Lernen | Learning | Mathematische Optimierung | Mathematical programming | Markov-Kette | Markov chain |
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