Learning to Optimize via Information-Directed Sampling
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DOI: 10.1287/opre.2017.1663
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References listed on IDEAS
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Cited by:
- Hanzhao Wang & Xiaocheng Li & Kalyan Talluri, 2022. "Learning to Sell a Focal-ancillary Combination," Papers 2207.11545, arXiv.org.
- Chao Qin & Daniel Russo, 2024. "Optimizing Adaptive Experiments: A Unified Approach to Regret Minimization and Best-Arm Identification," Papers 2402.10592, arXiv.org, revised Jul 2024.
- Hamsa Bastani & Mohsen Bayati & Khashayar Khosravi, 2021. "Mostly Exploration-Free Algorithms for Contextual Bandits," Management Science, INFORMS, vol. 67(3), pages 1329-1349, March.
- Bart Van Parys & Negin Golrezaei, 2024. "Optimal Learning for Structured Bandits," Management Science, INFORMS, vol. 70(6), pages 3951-3998, June.
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Keywords
online optimization; multi-armed bandit; exploration/exploitation; information theory;All these keywords.
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