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 |
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Other Authors: | INDUSTRIAL SYSTEMS ENGINEERING AND MANAGEMENT |
Format: | Article |
Published: |
Institute for Operations Research and the Management Sciences
2020
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Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/172750 |
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Institution: | National University of Singapore |
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