Peng, Yijie; Chen, Chun-Hung; Fu, Michael C.; Hu, Jian-Qiang; Ryzhov, Ilya O. Efficient sampling allocation procedures for optimal quantile selection. (English) Zbl 07362313 INFORMS J. Comput. 33, No. 1, 230-245 (2021). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Ye; Ryzhov, Ilya O. Technical note: Consistency analysis of sequential learning under approximate Bayesian inference. (English) Zbl 1445.90043 Oper. Res. 68, No. 1, 295-307 (2020). MSC: 90B50 90C59 68T05 × Cite Format Result Cite Review PDF Full Text: DOI
Ryzhov, Ilya O.; Mes, Martijn R. K.; Powell, Warren B.; van den Berg, Gerald Bayesian exploration for approximate dynamic programming. (English) Zbl 1455.90144 Oper. Res. 67, No. 1, 198-214 (2019). MSC: 90C39 90C15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ryzhov, Ilya O. The local time method for targeting and selection. (English) Zbl 1456.62031 Oper. Res. 66, No. 5, 1406-1422 (2018). MSC: 62F07 68T05 × Cite Format Result Cite Review PDF Full Text: DOI Link