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A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences

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References

2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
1952Some aspects of the sequential design of experiments2,183 cited
2009Exploration–exploitation tradeoff using variance estimates in multi-armed bandits571 cited
2010UCB revisited: Improved regret bounds for the stochastic multi-armed bandit problem285 cited
1996Optimal Adaptive Policies for Sequential Allocation Problems219 cited
2010Regret Bounds and Minimax Policies under Partial Monitoring213 cited
2010An Asymptotically Optimal Bandit Algorithm for Bounded Support Models.139 cited

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2017Near-Optimal Regret Bounds for Thompson Sampling118 cited
2013Information Complexity in Bandit Subset Selection107 cited
2014Exploration vs Exploitation vs Safety: Risk-averse Multi-Armed Bandits54 cited
2020Multi-Armed Bandits with Fairness Constraints for Distributing Resources to Human Teammates44 cited
2013Robust Risk-Averse Stochastic Multi-armed Bandits42 cited
2016Control problems in online advertising and benefits of randomized bidding strategies34 cited
2015Optimally Confident UCB: Improved Regret for Finite-Armed Bandits34 cited

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