The Bayesian prophet : a low-regret framework for online decision making
Year of publication: |
2021
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Authors: | Vera, Alberto ; Banerjee, Siddhartha |
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. 67.2021, 3, p. 1368-1391
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Subject: | stochastic optimization | prophet inequalities | approximate dynamic programming | revenue management | online allocation | online packing | online matching | Revenue-Management | Revenue management | Dynamische Optimierung | Dynamic programming | Online-Handel | Online retailing | Electronic Commerce | E-commerce | Online-Marketing | Internet marketing | Theorie | Theory | Social Web | Social web | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
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