Weidong Han, Warren B. Powell. Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors. Operations Research, 68(5):1538-1556, 2020. [doi]
@article{HanP20-1,
title = {Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors},
author = {Weidong Han and Warren B. Powell},
year = {2020},
doi = {10.1287/opre.2019.1921},
url = {https://doi.org/10.1287/opre.2019.1921},
researchr = {https://researchr.org/publication/HanP20-1},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {68},
number = {5},
pages = {1538-1556},
}