Bayesian Exploration for Approximate Dynamic Programming

• Ilya O. Ryzhov

  Corresponding Author

  Ilya O. Ryzhov

  http://orcid.org/0000-0002-4191-084X

  Robert H. Smith School of Business, University of Maryland, College Park, Maryland 20742;Institute for Systems Research, A. James Clark School of Engineering, University of Maryland, College Park, Maryland 20742;

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  ,
• Martijn R. K. Mes

  Martijn R. K. Mes

  Industrial Engineering and Business Information Systems, University of Twente, 7500 AE Enschede, Netherlands;

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  ,
• Warren B. Powell

  Warren B. Powell

  Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08540

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  ,
• Gerald van den Berg

  Gerald van den Berg

  Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey 08540

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