Bayesian

We consider a Bayesian ranking and selection problem in the presence of input distribution uncertainty. The distribution uncertainty is treated from a robust perspective. A naive extension of the knowledge gradient (KG) policy fails to converge in …

The Poisson process has been widely used in the literature to model call center arrivals. In recent years, however, there have been empirical studies suggesting the call arrival process has significant non-Poisson characteristics. In this paper, we …