Robust multiarmed bandit problems
Michael Jong Kim (Department of Mechanical and Industrial Engineering, University of Toronto, Toronto, Ontario, Canada), Andrew E. B. Lim (Department of Decision Sciences and Department of Finance, NUS Business School, National University of Singapore, Singapore)
| Year of publication: |
January 2016
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|---|---|
| Authors: | Kim, Michael Jong ; Lim, Andrew E. B. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 1, p. 264-285
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| Subject: | bandit problems | robust control | model uncertainty | relative entropy | games against nature | Entropie | Entropy | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Spieltheorie | Game theory | Kontrolltheorie | Control theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2015.2153 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011432957