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Gap-free Bounds for Stochastic Multi-Armed Bandit
8 references·0 citing·27 second hop
Gap-free Bounds for Stochastic Multi-Armed Bandit (2008)Gap-free Bounds for Stochastic Multi-Arme…Tuning Bandit Algorithms in Stochastic Environments (2007)Tuning Bandit Algorithms in S…Prediction, Learning, and Games (2006)Prediction, Learning, and Gam…Incomplete information and internal regret in prediction of individual sequences (2005)Incomplete information and in…The Nonstochastic Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed …Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Exponentiated Gradient versus…An Asymptotic Minimax Theorem for the Two Armed Bandit Problem (1960)An Asymptotic Minimax Theorem…Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Taking the Human Out of the Loop: A Review of Bayesian Optimization (2015)Theory of games and economic behavior (2019)Multi-Armed Bandit Allocation Indices. (1990)Solving two‐armed Bernoulli bandit problems using a Bayesian learning automaton (2010)On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)How to Maximize Clicks for Display Advertisement in Digital Marketing? A Reinforcement Learning Approach (2022)On Sequential Designs for Maximizing the Sum of $n$ Observations (1956)The multi-armed bandit problem with covariates (2013)An Information-Theoretic Approach to Minimax Regret in Partial Monitoring (2019)Bandit Algorithms (2020)A Method of Sampling Inspection (1929)Experimental Determination of the Maximum of a Function (1941)A Stochastic Approximation Method (1951)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)AGGREGATING STRATEGIES (1990)How to use expert advice (1993)On‐Line Portfolio Selection Using Multiplicative Updates (1998)Online convex programming and generalized infinitesimal gradient ascent (2003)A Simple Adaptive Procedure Leading to Correlated Equilibrium (2000)Multi-Armed Bandit Allocation Indices (1989)Sample mean based index policies by O(log n) regret for the multi-armed bandit problem (1995)From External to Internal Regret (2005)One Practical Algorithm for Both Stochastic and Adversarial Bandits (2014)Refined Lower Bounds for Adversarial Bandits (2016)
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References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem6,033 cited
  • 2006Prediction, Learning, and Games3,223 cited
  • 2002The Nonstochastic Multiarmed Bandit Problem2,229 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 1997Exponentiated Gradient versus Gradient Descent for Linear Predictors860 cited
  • 2007Tuning Bandit Algorithms in Stochastic Environments158 cited
  • 1960An Asymptotic Minimax Theorem for the Two Armed Bandit Problem124 cited
  • 2005Incomplete information and internal regret in prediction of individual sequences87 cited

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