Adaptivity and efficiency in the design of sequential experiments
Abstract/Contents
- Abstract
- Sequential experiments that take place in many practical settings are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit framework. This framework has been studied extensively in the literature and applied in various application domains including revenue management, service operations, online retail, recommender systems, and healthcare. We study fundamental problems where there are uncertainties about key characteristics governing the sequential experimentation environment, such as the information acquisition process, the payoff structure, and the feedback structure. Furthermore, we design and analyze near-optimal dynamic optimization policies that are adaptive with respect to these characteristics.
Description
| Type of resource | text |
|---|---|
| Form | electronic resource; remote; computer; online resource |
| Extent | 1 online resource. |
| Place | California |
| Place | [Stanford, California] |
| Publisher | [Stanford University] |
| Copyright date | 2021; ©2021 |
| Publication date | 2021; 2021 |
| Issuance | monographic |
| Language | English |
Creators/Contributors
| Author | Momenisedei, Ahmadreza |
|---|---|
| Degree supervisor | Gur, Yonatan |
| Thesis advisor | Gur, Yonatan |
| Thesis advisor | Boyd, Stephen P |
| Thesis advisor | Lall, Sanjay |
| Thesis advisor | Spiess, Jann |
| Thesis advisor | Wager, Stefan |
| Degree committee member | Boyd, Stephen P |
| Degree committee member | Lall, Sanjay |
| Degree committee member | Spiess, Jann |
| Degree committee member | Wager, Stefan |
| Associated with | Stanford University, Department of Electrical Engineering |
Subjects
| Genre | Theses |
|---|---|
| Genre | Text |
Bibliographic information
| Statement of responsibility | Ahmadreza Momeni. |
|---|---|
| Note | Submitted to the Department of Electrical Engineering. |
| Thesis | Thesis Ph.D. Stanford University 2021. |
| Location | https://purl.stanford.edu/hs511rc0790 |
Access conditions
- Copyright
- © 2021 by Ahmadreza Momenisedei
- License
- This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).
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