Search Results - approximate statistik (dynamic OR dynamik) programming algorithm*

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  1. 1
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    An auxiliary particle filter for nonlinear dynamic equilibrium models by Yang, Yuan, Wang, Lu

    ISSN: 0165-1765, 1873-7374
    Published: Amsterdam Elsevier B.V 01.07.2016
    Published in Economics letters (01.07.2016)
    “…We develop a particle filter algorithm to approximate the likelihood function of nonlinear dynamic stochastic general equilibrium models…”
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  2. 2
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    Approximately optimal auctions for correlated bidders by Dobzinski, Shahar, Fu, Hu, Kleinberg, Robert

    ISSN: 0899-8256, 1090-2473
    Published: Duluth Elsevier Inc 01.07.2015
    Published in Games and economic behavior (01.07.2015)
    “…We consider the design of dominant strategy incentive compatible, revenue-maximizing auctions for an indivisible good, when bidders' values are drawn from a…”
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  3. 3
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    Model-Free Approximate Bayesian Learning for Large-Scale Conversion Funnel Optimization by Iyengar, Garud, Singal, Raghav

    ISSN: 1059-1478, 1937-5956
    Published: Los Angeles, CA SAGE Publications 01.03.2024
    Published in Production and operations management (01.03.2024)
    “…The flexibility of choosing the ad action as a function of the consumer state is critical for modern-day marketing campaigns. We study the problem of…”
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  4. 4
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    Premium control with reinforcement learning by Palmborg, Lina, Lindskog, Filip

    ISSN: 0515-0361, 1783-1350, 1783-1350
    Published: New York, USA Cambridge University Press 01.05.2023
    Published in ASTIN Bulletin : The Journal of the IAA (01.05.2023)
    “… In a simplified setting, the optimal premium rule can be derived with dynamic programming methods…”
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  5. 5
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    Estimation of state changes in system descriptions for dynamic Bayesian networks by using a genetic procedure and particle filters by Lu, Jianjun, Tokinaga, Shozo

    ISSN: 0264-9993, 1873-6122
    Published: Amsterdam Elsevier B.V 01.04.2014
    Published in Economic Modelling (01.04.2014)
    “…This paper deals with the estimation of state changes in system descriptions for dynamic Bayesian networks (DBNs…”
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  6. 6
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    A Bayesian learning model for estimating unknown demand parameter in revenue management by Xiao, Baichun, Yang, Wei

    ISSN: 0377-2217, 1872-6860
    Published: Elsevier B.V 16.08.2021
    Published in European journal of operational research (16.08.2021)
    “… In addition to exploration, with few restrictive assumptions we develop a heuristic algorithm for revenue exploitation and establish a regret bound that is comparable to the best bounds available in the literature…”
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