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Multi-Armed Bandit Problems
16 references·14 citing·30 second hop
Multi-Armed Bandit Problems (2007)Multi-Armed Bandit ProblemsIntroduction to Stochastic Processes (2014)Introduction to Stochastic Pr…Optimal design of experiments (1993)Optimal design of experimentsSequential Design of Experiments (1992)Sequential Design of Experime…On an index policy for restless bandits (1990)On an index policy for restle…Multi-Armed Bandit Allocation Indices. (1990)Multi-Armed Bandit Allocation…Restless bandits: activity allocation in a changing world (1988)Restless bandits: activity al…The Multi-Armed Bandit Problem: Decomposition and Computation (1987)The Multi-Armed Bandit Proble…Bandit Problems, Sequential Allocation of Experiments. (1987)Bandit Problems, Sequential A…Asymptotically efficient allocation rules for the multiarmed bandit problem with multiple plays-Part I: I.I.D. rewards (1987)Asymptotically efficient allo…Extensions of the multiarmed bandit problem: The discounted case (1985)Extensions of the multiarmed …Multi-Armed Bandits and the Gittins Index (1980)Multi-Armed Bandits and the G…Bandit Processes and Dynamic Allocation Indices (1979)Bandit Processes and Dynamic …Theory of optimal experiments (1972)Theory of optimal experimentsSequential Analysis and Optimal Design (1972)Sequential Analysis and Optim…Introduction to stochastic control (1971)Introduction to stochastic co…Design of Experiments (1936)Design of ExperimentsOn the (Non-)Reliance on Algorithms - A Decision-Theoretic Account (2021)On the (Non-)Reliance on Algo…Job Dispatching Policies for Queueing Systems with Unknown Service Rates (2021)Job Dispatching Policies for …Learning Unknown Service Rates in Queues: A Multiarmed Bandit Approach (2020)Learning Unknown Service Rate…An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits (2019)An asymptotically optimal heu…Multi-armed bandits in multi-agent networks (2017)Multi-armed bandits in multi-…Asymptotically optimal priority policies for indexable and nonindexable restless bandits (2016)Asymptotically optimal priori…Multi‐Armed Bandits, Gittins Index, and its Calculation (2014)Multi‐Armed Bandits, Gittins …Incentivizing exploration (2014)Incentivizing explorationSequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard (2013)Sequential Bayes-Optimal Poli…Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats (2013)Optimal Sequential Exploratio…Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems (2013)Deterministic Sequencing of E…The Knowledge Gradient Algorithm for a General Class of Online Learning Problems (2012)The Knowledge Gradient Algori…Algorithms for Adversarial Bandit Problems with Multiple Plays (2010)Algorithms for Adversarial Ba…Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems (2009)Indexability and Index Heuris…Optimum Experimental Designs (1993)Uniform Design: Theory and Application (2000)State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments (2005)Making and Evaluating Point Forecasts (2011)Some aspects of the sequential design of experiments (1952)Applied Statistical Decision Theory (1962)Applied Statistical Decision Theory. (1962)Legislative leviathan: party government in the House (1993)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)THE DESIGN OF OPTIMUM MULTIFACTORIAL EXPERIMENTS (1946)Observational Study of Behavior: Sampling Methods (1974)Effect size, confidence interval and statistical significance: a practical guide for biologists (2007)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)The Psychology and Neuroscience of Curiosity (2015)Bandit Algorithms (2020)Learning by Doing and the Choice of Technology (1996)Linearly Parameterized Bandits (2010)Unbiased offline evaluation of contextual-bandit-based news article recommendation algorithms (2011)Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Run-to-Run Process Control: Literature Review and Extensions (1997)A unified framework for stochastic optimization (2018)Bayesian Experimental Design: A Review (1995)Global sensitivity analysis using polynomial chaos expansions (2007)Response surface methodology (2010)An Empirical Evaluation of Thompson Sampling (2011)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Introduction to Multi-Armed Bandits (2019)Fast simulation of rare events in queueing and reliability models (1995)A Theory of Trickle-Down Growth and Development (1997)A taxonomy of model structures for economic evaluation of health technologies (2006)
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  • 1993Optimal design of experiments1,539 cited
  • 1979Bandit Processes and Dynamic Allocation Indices1,488 cited
  • 1988Restless bandits: activity allocation in a changing world1,174 cited
  • 1990Multi-Armed Bandit Allocation Indices.997 cited
  • 1971Introduction to stochastic control609 cited
  • 1987Bandit Problems, Sequential Allocation of Experiments.566 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 1990On an index policy for restless bandits486 cited
  • 1987Asymptotically efficient allocation rules for the multiarmed bandit problem with multiple plays-Part I: I.I.D. rewards358 cited
  • 1987The Multi-Armed Bandit Problem: Decomposition and Computation333 cited
  • 1972Sequential Analysis and Optimal Design324 cited
  • 1992Sequential Design of Experiments294 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited

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Cited by

  • 2012The Knowledge Gradient Algorithm for a General Class of Online Learning Problems157 cited
  • 2014Incentivizing exploration100 cited
  • 2016Asymptotically optimal priority policies for indexable and nonindexable restless bandits92 cited
  • 2013Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems90 cited
  • 2014Multi‐Armed Bandits, Gittins Index, and its Calculation78 cited
  • 2010Algorithms for Adversarial Bandit Problems with Multiple Plays76 cited
  • 2017Multi-armed bandits in multi-agent networks65 cited
  • 2020Learning Unknown Service Rates in Queues: A Multiarmed Bandit Approach50 cited
  • 2013Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats49 cited
  • 2013Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard46 cited
  • 2019An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits41 cited
  • 2009Indexability and Index Heuristics for a Simple Class of Inventory Routing Problems31 cited
  • 2021Job Dispatching Policies for Queueing Systems with Unknown Service Rates18 cited
  • 2021On the (Non-)Reliance on Algorithms - A Decision-Theoretic Account2 cited