Optimal information blending with measurements in the L2 sphere
Year of publication: |
2015
|
---|---|
Authors: | Defourny, Boris ; Ryzhov, Ilya O. ; Powell, Warren B. |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 40.2015, 4, p. 1060-1088
|
Subject: | stochastic programming | semidefinite programming | value of information | risk | optimal learning | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Informationswert | Information value | Lernprozess | Learning process | Risiko | Risk |
-
Dynamic ordering decisions with approximate learning of supply yield uncertainty
Gel, Esma S., (2022)
-
The value of perfect information as a risk measure
Pflug, Georg, (2004)
-
Optimal online learning for nonlinear belief models using discrete priors
Han, Weidong, (2020)
- More ...
-
Parallel nonstationary direct policy search for risk-averse stochastic optimization
Moazeni, Somayeh, (2017)
-
The knowledge gradient algorithm for a general class of online learning problems
Ryzhov, Ilya O., (2012)
-
Bayesian exploration for approximate dynamic programming
Ryzhov, Ilya O., (2019)
- More ...