Two-armed bandit problem and batch version of the mirror descent algorithm

DOI10.1134/S0005117922080100zbMath1498.93699MaRDI QIDQ2081125

Alex V. Kolnogorov, D. N. Shiyan, Alexander Nazin

Publication date: 12 October 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

two-armed bandit problemminimax approachmirror descent algorithmbatch processingEXP3

Mathematics Subject Classification ID

Applications of game theory (91A80) Adaptive control/observation systems (93C40) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem
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