Hedging the Drift: Learning to Optimize under Non-Stationarity

MANAGEMENT SCIENCE

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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
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-172750
record_format	dspace
spelling	sg-nus-scholar.10635-1727502024-04-05T02:10:41Z Hedging the Drift: Learning to Optimize under Non-Stationarity CHEUNG WANG CHI Simchi-Levi, David Zhu, Ruihao INDUSTRIAL SYSTEMS ENGINEERING AND MANAGEMENT data-driven decision-making non-stationary bandit optimization parameter-free algorithm MANAGEMENT SCIENCE United States 2020-08-16T02:51:38Z 2020-08-16T02:51:38Z 2020-08-06 2020-08-13T15:51:42Z Article CHEUNG WANG CHI, Simchi-Levi, David, Zhu, Ruihao (2020-08-06). Hedging the Drift: Learning to Optimize under Non-Stationarity. MANAGEMENT SCIENCE. ScholarBank@NUS Repository. 0025-1909 https://scholarbank.nus.edu.sg/handle/10635/172750 Institute for Operations Research and the Management Sciences Elements
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	data-driven decision-making non-stationary bandit optimization parameter-free algorithm
spellingShingle	data-driven decision-making non-stationary bandit optimization parameter-free algorithm CHEUNG WANG CHI Simchi-Levi, David Zhu, Ruihao Hedging the Drift: Learning to Optimize under Non-Stationarity
description	MANAGEMENT SCIENCE
author2	INDUSTRIAL SYSTEMS ENGINEERING AND MANAGEMENT
author_facet	INDUSTRIAL SYSTEMS ENGINEERING AND MANAGEMENT CHEUNG WANG CHI Simchi-Levi, David Zhu, Ruihao
format	Article
author	CHEUNG WANG CHI Simchi-Levi, David Zhu, Ruihao
author_sort	CHEUNG WANG CHI
title	Hedging the Drift: Learning to Optimize under Non-Stationarity
title_short	Hedging the Drift: Learning to Optimize under Non-Stationarity
title_full	Hedging the Drift: Learning to Optimize under Non-Stationarity
title_fullStr	Hedging the Drift: Learning to Optimize under Non-Stationarity
title_full_unstemmed	Hedging the Drift: Learning to Optimize under Non-Stationarity
title_sort	hedging the drift: learning to optimize under non-stationarity
publisher	Institute for Operations Research and the Management Sciences
publishDate	2020
url	https://scholarbank.nus.edu.sg/handle/10635/172750
_version_	1800914178504916992

Hedging the Drift: Learning to Optimize under Non-Stationarity

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