A penalized bandit algorithm
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Publication:1039016
DOI10.1214/EJP.v13-489zbMath1206.62139arXivmath/0510384MaRDI QIDQ1039016
Damien Lamberton, Gilles Pagès
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0510384
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Stochastic approximation of quasi-stationary distributions on compact spaces and applications ⋮ Regret bounds for Narendra-Shapiro bandit algorithms ⋮ On ergodic two-armed bandits ⋮ Convergence in models with bounded expected relative hazard rates ⋮ Nonlinear randomized urn models: a stochastic approximation viewpoint ⋮ Some simple but challenging Markov processes
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