Robust control of the multi-armed bandit problem
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Publication:2095215
DOI10.1007/s10479-015-1965-7zbMath1506.90268OpenAlexW3124603229MaRDI QIDQ2095215
Aparupa Das Gupta, Felipe Caro
Publication date: 9 November 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1965-7
Bellman equationproject selectionindex policiesmultiarmed banditrobust Markov decision processesuncertain transition matrix
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