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Completed
Multi-armed bandit problems with underlying discrete choice models
FunderNetherlands Organisation for Scientific Research (NWO)
Duration01 Nov 2014 - 01 Nov 2017
Project code639.031.448
Identifiers
Project timeline100%
Description
A fundamental question in the Information Age is how data - which nowadays is often abundantly available - can guide decision makers in complex optimization problems. These are often dynamic problems, where decisions are not only based on data, but also generate new data themselves which influences future decisions. The standard framework to model and analyze such data-driven optimization problems is the so-called multi-armed bandit (MAB), which is subject of extensive research and finds application in areas ranging from finance and business-optimization to clinical trials and public health policy. Many of these decision problems under uncertainty are determined by human choices: choices about travel modes, products to buy, websites to visit, et cetera. The theory of discrete choice provides several models that can estimate and predict such human choice behavior. Incorporating these models in the MAB framework offers a huge potential, because it makes several decision problems tractable that otherwise would be computationally untractable. Despite these benefits, MAB problems in conjunction with choice models have hardly been considered thus far. The reason is that the statistical aspects of choice models are not well understood. In particular, it is not clear how the finite-sample behavior of statistical estimates is affected by the alternatives (and their attributes) from which people choose. Such knowledge is essential for successfully designing and analysing decision policies in MAB problems. This research proposal addresses the two fundamental open questions of (I) determining the finite-sample behavior of estimators in choice models; (II) determining optimal decision policies in MAB problems with underlying choice models. Results from (II) solve a large class of sequential decision problems under uncertainty that thus far remains unsolved or is untractable. The results from (I) are foundational to this, and in addition establish an important advance in the field of adaptive design-of-experiments for choice models.
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A fundamental question in the Information Age is how data - which nowadays is often abundantly available - can guide decision makers in complex optimization problems. These are often dynamic problems, where decisions are not only based on data, but also generate new data themselves which influences future decisions. The standard framework to model and analyze such data-driven optimization problems is the so-called multi-armed bandit (MAB), which is subject of extensive research and finds application in areas ranging from finance and business-optimization to clinical trials and public health policy. Many of these decision problems under uncertainty are determined by human choices: choices about travel modes, products to buy, websites to visit, et cetera. The theory of discrete choice provides several models that can estimate and predict such human choice behavior. Incorporating these models in the MAB framework offers a huge potential, because it makes several decision problems tractable that otherwise would be computationally untractable. Despite these benefits, MAB problems in conjunction with choice models have hardly been considered thus far. The reason is that the statistical aspects of choice models are not well understood. In particular, it is not clear how the finite-sample behavior of statistical estimates is affected by the alternatives (and their attributes) from which people choose. Such knowledge is essential for successfully designing and analysing decision policies in MAB problems. This research proposal addresses the two fundamental open questions of (I) determining the finite-sample behavior of estimators in choice models; (II) determining optimal decision policies in MAB problems with underlying choice models. Results from (II) solve a large class of sequential decision problems under uncertainty that thus far remains unsolved or is untractable. The results from (I) are foundational to this, and in addition establish an important advance in the field of adaptive design-of-experiments for choice models.
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Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. Provider Academic Bibliometrics & Assessment Computational Utility Service Expiration Session Name greekSession Description Stores the user session ID for Academic Bibliometrics & Assessment Computational Utility Service. 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