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Results for stochastic dynamic programming

Publications & Outputs

  1. On the identification and mitigation of weaknesses in the Knowledge Gradient policy for multi-armed bandits

    Edwards, J., Fearnhead, P. & Glazebrook, K. D., 04/2017, In: Probability in the Engineering and Informational Sciences. 31, 2, p. 239-263 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. The value of flexibility in conservation financing

    Lennox, G. D., Fargione, J., Spector, S. H., Williams, G. & Armsworth, P. R., 7/06/2016, (E-pub ahead of print) In: Conservation Biology.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Valuing customer portfolios with endogenous mass-and-direct-marketing interventions using a Stochastic Dynamic Programming Decomposition

    Esteban-Bravo, M., Vidal-Sanz, J. M. & Yildirim, G., 2014, In: Marketing Science. 33, 5, p. 621-640 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Monotone policies and indexability for bi-directional restless bandits

    Glazebrook, K., Hodge, D. J. & Kirkbride, C., 03/2013, In: Advances in Applied Probability. 45, 1, p. 51-85 45 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review