Hedging the Drift: Learning to Optimize under Non-Stationarity

• Main Authors: CHEUNG WANG CHI, Simchi-Levi, David, Zhu, Ruihao
• Other Authors: INDUSTRIAL SYSTEMS ENGINEERING AND MANAGEMENT
• Format: Article
• Published: Institute for Operations Research and the Management Sciences 2020
• Subjects: data-driven decision-making; non-stationary bandit optimization; parameter-free algorithm
• Online Access: https://scholarbank.nus.edu.sg/handle/10635/172750
• Institution: National University of Singapore

MANAGEMENT SCIENCE