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ChapterMulti-Armed Bandit Problems

Aditya Mahajan2007

Chapter2007

Multi-Armed Bandit Problems

Aditya Mahajan · Demosthenis Teneketzis

188 citations·0/0 files stored·Springer eBooks

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Advanced Bandit Algorithms Research Reinforcement Learning in Robotics Optimization and Search Problems

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References

1936Design of Experiments 2014Introduction to Stochastic Processes 1972Theory of optimal experiments 1993Optimal design of experiments 1979Bandit Processes and Dynamic Allocation Indices 1988Restless bandits: activity allocation in a changing world 1990Multi-Armed Bandit Allocation Indices.1971Introduction to stochastic control

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2012The Knowledge Gradient Algorithm for a General Class of Online Learning Problems 2014Incentivizing exploration 2016Asymptotically optimal priority policies for indexable and nonindexable restless bandits 2013Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems 2014Multi‐Armed Bandits, Gittins Index, and its Calculation 2010Algorithms for Adversarial Bandit Problems with Multiple Plays 2017

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2004A survey on the bandit problem with switching costsarticle · 10 shared references 2015Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges.article · 9 shared references 2007Dynamic priority allocation via restless bandit marginal productivity indicesarticle · 9 shared references 2014Four proofs of Gittins’ multiarmed bandit theoremarticle · 9 shared references 2016Asymptotically optimal priority policies for indexable and nonindexable restless banditsarticle · 8 shared references 2015Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challengesarticle · 7 shared references

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Year2007

Typechapter

Published2007-10-22

VenueSpringer eBooks

Languageen

Citations188

Files0 public / 0

ShelfAdvanced Bandit Algorithms Research

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doi10.1007/978-0-387-49819-5_6

openalex_workW131745075

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Multi-armed bandits in multi-agent networks

2020Learning Unknown Service Rates in Queues: A Multiarmed Bandit Approach