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Pathwise optimization for optimal stopping problems
Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 58 (2012) 12, pp. 2292-2308
Persistent link: https://www.econbiz.de/10009701851
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Near-optimal A-B testing
Bhat, Nikhil; Farias, Vivek F.; Moallemi, Ciamac C.; … - In: Management science : journal of the Institute for … 66 (2020) 10, pp. 4477-4495
Persistent link: https://www.econbiz.de/10012305255
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Thompson sampling with information relaxation penalties
Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 71 (2025) 3, pp. 1988-2010
Persistent link: https://www.econbiz.de/10015411774