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The Continuum-Armed Bandit Problem

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References

1952Some aspects of the sequential design of experiments2,183 cited
1978Stochastic Approximation Methods for Constrained and Unconstrained Systems1,459 cited
1987Asymptotically efficient allocation rules for the multiarmed bandit problem with multiple plays-Part I: I.I.D. rewards358 cited

Cited by

2014Combinatorial Multi-Armed Bandit and Its Extension to Probabilistically Triggered Arms196 cited
2007Online linear optimization and adaptive routing177 cited
2007Improved Rates for the Stochastic Continuum-Armed Bandit Problem175 cited
2010Contextual Multi-Armed Bandits175 cited
2013Stochastic Convex Optimization with Bandit Feedback167 cited
2011From Bandits to Experts: On the Value of Side-Observations167 cited
2008Algorithms for Infinitely Many-Armed Bandits159 cited
2006An adaptive algorithm for selecting profitable keywords for search-based advertising services150 cited
2010An Asymptotically Optimal Bandit Algorithm for Bounded Support Models.139 cited
2008Online Optimization in X-Armed Bandits131 cited
2005The max K-armed bandit: a new model of exploration applied to search heuristic selection114 cited
2017

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Minimal Exploration in Structured Stochastic Bandits

113 cited

2012Dynamic pricing with limited supply98 cited

2014Unimodal Bandits: Regret Lower Bounds and Optimal Algorithms97 cited

2014Lipschitz Bandits: Regret Lower Bound and Optimal Algorithms94 cited

2011An asymptotically optimal policy for finite support models in the multiarmed bandit problem94 cited