Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards

DOI10.1016/j.spl.2020.108818zbMath1456.62064arXiv1902.00819OpenAlexW3025710735MaRDI QIDQ2006767

Yuhong Yang, Sakshi Arya

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.00819

zbMATH Keywords

strong consistencyhistogram methoddelayed rewardsmulti-armed bandit with covariates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Sequential statistical design (62L05) Sequential estimation (62L12)

Cites Work

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