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Multi-armed bandits in discrete and continuous time
9 references·1 citing·28 second hop
Multi-armed bandits in discrete and continuous time (1998)Multi-armed bandits in discrete and conti…Sequential Stochastic Optimization (1996)Sequential Stochastic Optimiz…Dynamic Allocation Problems in Continuous Time (1994)Dynamic Allocation Problems i…On the Gittins Index for Multiarmed Bandits (1992)On the Gittins Index for Mult…Multi-Armed Bandit Allocation Indices. (1990)Multi-Armed Bandit Allocation…Continuous Multi-Armed Bandits and Multiparameter Processes (1987)Continuous Multi-Armed Bandit…Bandit Problems, Sequential Allocation of Experiments. (1987)Bandit Problems, Sequential A…Discrete multi-armed bandits and multi-parameter processes (1986)Discrete multi-armed bandits …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…Variably Skewed Brownian Motion (2000)Variably Skewed Brownian Moti…Bandit Processes and Dynamic Allocation Indices (1979)The Multi-Armed Bandit Problem: Decomposition and Computation (1987)KULLBACK-LEIBLER UPPER CONFIDENCE BOUNDS FOR OPTIMAL SEQUENTIAL ALLOCATION (2013)Time-Sharing Service Systems. I (1975)The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey (1989)Multi-Armed Bandit Problems (2007)Multi-armed Bandit Models for the Optimal Design of Clinical Trials: Benefits and Challenges (2015)Stochastic integrals in the plane (1975)Open bandit processes and optimal scheduling of queueing networks (1988)Multi-Armed bandit problem revisited (1994)Multi-Armed Bandits: Theory and Applications to Online Learning in Networks (2019)Sequential Analysis and Optimal Design (1972)American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View (2003)Approval regulation and endogenous consumer confidence: Theory and analogies to licensing, safety, and financial regulation (2010)Continuous Martingales and Brownian Motion (1991)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Continuous Martingales and Brownian Motion (1999)Arbitrage in skew Brownian motion models (2011)A class of solvable singular stochastic control problems (1999)Risk-Sensitive and Risk-Neutral Multiarmed Bandits (2007)Dynamic Learning of Patient Response Types: An Application to Treating Chronic Diseases (2017)Kullback–Leibler upper confidence bounds for optimal sequential allocation (2013)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)An Empirical Evaluation of Thompson Sampling (2011)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Introduction to Multi-Armed Bandits (2019)
this work references cited by second hop

References

  • 1990Multi-Armed Bandit Allocation Indices.997 cited
  • 1987Bandit Problems, Sequential Allocation of Experiments.566 cited
  • 1980Multi-Armed Bandits and the Gittins Index515 cited
  • 1985Extensions of the multiarmed bandit problem: The discounted case278 cited
  • 1992On the Gittins Index for Multiarmed Bandits259 cited
  • 1994Dynamic Allocation Problems in Continuous Time107 cited
  • 1987Continuous Multi-Armed Bandits and Multiparameter Processes69 cited
  • 1996Sequential Stochastic Optimization59 cited
  • 1986Discrete multi-armed bandits and multi-parameter processes53 cited

Cited by

  • 2000Variably Skewed Brownian Motion31 cited

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