Sequential resource allocation in a stochastic environment: an overview and numerical experiments

DOI10.17721/1812-5409.2021/3.1zbMath1488.91053OpenAlexW4210809614MaRDI QIDQ5018601

A. S. Dzhoga

Publication date: 21 December 2021

Published in: Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17721/1812-5409.2021/3.1

zbMATH Keywords

sequential analysisregret minimizationmulti-armed bandit problem

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

This page was built for publication: Sequential resource allocation in a stochastic environment: an overview and numerical experiments