Suchergebnisse - approximate statistik dynamic programming algorithm
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Model-Free Approximate Bayesian Learning for Large-Scale Conversion Funnel Optimization
ISSN: 1059-1478, 1937-5956Veröffentlicht: Los Angeles, CA SAGE Publications 01.03.2024Veröffentlicht 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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A Bayesian learning model for estimating unknown demand parameter in revenue management
ISSN: 0377-2217, 1872-6860Veröffentlicht: Elsevier B.V 16.08.2021Veröffentlicht 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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An auxiliary particle filter for nonlinear dynamic equilibrium models
ISSN: 0165-1765, 1873-7374Veröffentlicht: Amsterdam Elsevier B.V 01.07.2016Veröffentlicht 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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Approximately optimal auctions for correlated bidders
ISSN: 0899-8256, 1090-2473Veröffentlicht: Duluth Elsevier Inc 01.07.2015Veröffentlicht 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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Premium control with reinforcement learning
ISSN: 0515-0361, 1783-1350, 1783-1350Veröffentlicht: New York, USA Cambridge University Press 01.05.2023Veröffentlicht 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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Estimation of state changes in system descriptions for dynamic Bayesian networks by using a genetic procedure and particle filters
ISSN: 0264-9993, 1873-6122Veröffentlicht: Amsterdam Elsevier B.V 01.04.2014Veröffentlicht 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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