Pure exploration in finitely-armed and continuous-armed bandits

DOI10.1016/j.tcs.2010.12.059zbMath1214.62082OpenAlexW2108794978MaRDI QIDQ2431430

Rémi Munos, Sébastien Bubeck, Gilles Stoltz

Publication date: 14 April 2011

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2010.12.059

zbMATH Keywords

simple regretmulti-armed banditsefficient explorationcontinuous-armed bandits

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sequential statistical design (62L05)

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Cites Work

• Exploration-exploitation tradeoff using variance estimates in multi-armed bandits
• Asymptotically efficient adaptive allocation rules
• Learning Theory
• The Nonstochastic Multiarmed Bandit Problem
• Probability Inequalities for Sums of Bounded Random Variables
• Some aspects of the sequential design of experiments
• Combinatorial methods in density estimation
• Finite-time analysis of the multiarmed bandit problem
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