An online algorithm for the risk-aware restless bandit.
Jianyu XuLujie ChenOu TangPublished in: Eur. J. Oper. Res. (2021)
Keyphrases
- learning algorithm
- high accuracy
- computational complexity
- k means
- preprocessing
- experimental evaluation
- dynamic programming
- np hard
- detection algorithm
- online learning
- simulated annealing
- matching algorithm
- decision making
- optimization algorithm
- improved algorithm
- computationally efficient
- times faster
- real time
- linear programming
- data sets
- particle swarm optimization
- expectation maximization
- worst case
- cost function
- significant improvement
- shortest path
- ant colony optimization
- classification algorithm
- bayesian networks
- neural network