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A Structured Multiarmed Bandit Problem and the Greedy Policy
16 references·8 citing·36 second hop
A Structured Multiarmed Bandit Problem and the Greedy Policy (2009)A Structured Multiarmed Bandit Problem an…Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms (2009)Dynamic Pricing Without Knowi…Dynamic Pricing with a Prior on Market Response (2009)Dynamic Pricing with a Prior …Online linear optimization and adaptive routing (2007)Online linear optimization an…Online Geometric Optimization in the Bandit Setting Against an Adaptive Adversary (2004)Online Geometric Optimization…Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Online convex optimization in…Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Nearly Tight Bounds for the C…The Nonstochastic Multiarmed Bandit Problem (2002)The Nonstochastic Multiarmed …Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Regret in the On-Line Decision Problem (1999)Regret in the On-Line Decisio…Sample mean based index policies byO(logn) regret for the multi-armed bandit problem (1995)Sample mean based index polic…On the Gittins Index for Multiarmed Bandits (1992)On the Gittins Index for Mult…Bandit Problems, Sequential Allocation of Experiments. (1987)Bandit Problems, Sequential A…Adaptive Treatment Allocation and the Multi-Armed Bandit Problem (1987)Adaptive Treatment Allocation…Multi-Armed Bandits and the Gittins Index (1980)Multi-Armed Bandits and the G…A two-armed bandit theory of market pricing (1974)A two-armed bandit theory of …Some aspects of the sequential design of experiments (1952)Some aspects of the sequentia…Multitasking, Multiarmed Bandits, and the Italian Judiciary (2016)Multitasking, Multiarmed Band…The Value of Field Experiments (2015)The Value of Field ExperimentsRobust Multiarmed Bandit Problems (2015)Robust Multiarmed Bandit Prob…Bounded Regret for Finite-Armed Structured Bandits (2014)Bounded Regret for Finite-Arm…Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats (2013)Optimal Sequential Exploratio…OM Forum—Operations Management Challenges for Some “Cleantech” Firms (2013)OM Forum—Operations Managemen…Bayesian Dynamic Pricing in Queueing Systems with Unknown Delay Cost Characteristics (2013)Bayesian Dynamic Pricing in Q…A linear response bandit problem (2013)A linear response bandit prob…Bandit Processes and Dynamic Allocation Indices (1979)Extensions of the multiarmed bandit problem: The discounted case (1985)The Multi-Armed Bandit Problem: Decomposition and Computation (1987)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)A Stochastic Approximation Method (1951)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Online convex programming and generalized infinitesimal gradient ascent (2003)Multi-armed bandits in metric spaces (2008)Introduction to Stochastic Programming (2011)The Economics of Information (1961)A model of price adjustment (1971)Micro-Economic Foundations of Employment and Inflation Theory. (1972)Bargains and Ripoffs: A Model of Monopolistically Competitive Price Dispersion (1977)Chapter 15 Job search and labor market analysis (1986)Trust as a commodity (1988)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Online Learning and Online Convex Optimization (2011)Online Learning and Online Convex Optimization (2012)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Contributions to the theory of games. (1960)A General Class of Adaptive Strategies (2001)Stochastic Approximations and Differential Inclusions (2005)Learning by trial and error (2008)Games and Decisions (2015)Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons (1994)Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices, and Future Directions (2003)The Theory and Practice of Revenue Management (2004)Dynamic Pricing with an Unknown Demand Model: Asymptotically Optimal Semi-Myopic Policies (2014)Dynamic pricing and learning: Historical origins, current research, and new directions (2015)Introduction to Multi-Armed Bandits (2019)Linearly Parameterized Bandits (2010)On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)Unbiased offline evaluation of contextual-bandit-based news article recommendation algorithms (2011)Learning by Doing and the Choice of Technology (1996)Prediction, Learning, and Games (2006)
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References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 2002The Nonstochastic Multiarmed Bandit Problem2,210 cited
  • 1952Some aspects of the sequential design of experiments2,183 cited
  • 1974A two-armed bandit theory of market pricing617 cited
  • 2004Online convex optimization in the bandit setting: gradient descent without a gradient599 cited
  • 1987Bandit Problems, Sequential Allocation of Experiments.566 cited
  • 1995Sample mean based index policies byO(logn) regret for the multi-armed bandit problem539 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 2009Dynamic Pricing Without Knowing the Demand Function: Risk Bounds and Near-Optimal Algorithms510 cited
  • 1999Regret in the On-Line Decision Problem302 cited
  • 2004Nearly Tight Bounds for the Continuum-Armed Bandit Problem285 cited
  • 1987Adaptive Treatment Allocation and the Multi-Armed Bandit Problem279 cited
  • 1992On the Gittins Index for Multiarmed Bandits259 cited
  • 2009Dynamic Pricing with a Prior on Market Response211 cited
  • 2007Online linear optimization and adaptive routing177 cited
  • 2004

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Online Geometric Optimization in the Bandit Setting Against an Adaptive Adversary
172 cited

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  • 2016Multitasking, Multiarmed Bandits, and the Italian Judiciary62 cited
  • 2013A linear response bandit problem54 cited
  • 2013Optimal Sequential Exploration: Bandits, Clairvoyants, and Wildcats49 cited
  • 2015Robust Multiarmed Bandit Problems46 cited
  • 2013Bayesian Dynamic Pricing in Queueing Systems with Unknown Delay Cost Characteristics43 cited
  • 2013OM Forum—Operations Management Challenges for Some “Cleantech” Firms38 cited
  • 2015The Value of Field Experiments35 cited