Multi-armed bandit with sub-exponential rewards

DOI10.1016/j.orl.2021.08.004OpenAlexW3195308870WikidataQ115568192 ScholiaQ115568192MaRDI QIDQ2060366

Siqian Shen, Huiwen Jia, Cong Shi

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2021.08.004

zbMATH Keywords

multi-armed banditupper confidence boundunbounded rewardsub-exponential reward

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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• Bandits With Heavy Tail
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• Some aspects of the sequential design of experiments

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