Hedging the Drift: Learning to Optimize under Non-Stationarity

MANAGEMENT SCIENCE

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Bibliographic Details
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:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/172750
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Institution: National University of Singapore
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