An online algorithm for the risk-aware restless bandit
type: Item
instance of: scholarly article
title: An online algorithm for the risk-aware restless bandit
zbMATH Open document ID: 1487.90634
author: Jianyu Xu
author: Lujie Chen
author: Ou Tang
published in: European Journal of Operational Research
publication date: 2021-06-03T00:00:00Z
Mathematics Subject Classification ID: 90C40
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 7354616
zbMATH Keywords: Markov process
zbMATH Keywords: online optimization
zbMATH Keywords: multi-armed bandit
zbMATH Keywords: risk-aware
zbMATH Keywords: risk measure
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.08.028
OpenAlex ID: W3081812122
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DOI: 10.1016/J.EJOR.2020.08.028
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description: scientific article; zbMATH DE number 7354616