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Mathematics of operations research
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Learning to optimize via posterior sampling
Russo, Daniel
;
Van Roy, Benjamin
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1221-1243
Persistent link: https://www.econbiz.de/10010462145
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Efficient reinforcement learning in deterministic systems with value function generalization
Wen, Zheng
;
Van Roy, Benjamin
- In:
Mathematics of operations research
42
(
2017
)
3
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pp. 762-782
Persistent link: https://www.econbiz.de/10011742485
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Satisficing in time-sensitive bandit learning
Russo, Daniel
;
Van Roy, Benjamin
- In:
Mathematics of operations research
47
(
2022
)
4
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pp. 2815-2839
Persistent link: https://www.econbiz.de/10014311390
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Stochastic Depletion Problems: Effective Myopic Policies for a Class of Dynamic Optimization Problems
Chan, Carri W.
;
Farias, Vivek F.
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 333-350
Persistent link: https://www.econbiz.de/10008255208
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Stochastic depletion problems : effective myopic policies for a class of dynamic optimization problems
Chan, Carri W.
;
Farias, Vivek F.
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 333-350
Persistent link: https://www.econbiz.de/10003870284
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Robust dynamic pricing with strategic customers
Chen, Yiwei
;
Farias, Vivek F.
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1119-1142
Persistent link: https://www.econbiz.de/10011956916
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A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees
de Farias, Daniela Pucci
;
Van Roy, Benjamin
- In:
Mathematics of operations research
31
(
2006
)
3
,
pp. 597-620
Persistent link: https://www.econbiz.de/10007282670
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Performance Loss Bounds for Approximate Value Iteration with State Aggregation
Van Roy, Benjamin
- In:
Mathematics of operations research
31
(
2006
)
2
,
pp. 234-244
Persistent link: https://www.econbiz.de/10007282693
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On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
de Farias, Daniela Pucci
;
Roy, Benjamin Van
- In:
Mathematics of operations research
29
(
2004
)
3
,
pp. 462-478
Persistent link: https://www.econbiz.de/10006417600
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