Multi-armed bandit problems with multiple plays and switching cost

DOI10.1080/17442509008833627zbMath0698.90090OpenAlexW2023954497MaRDI QIDQ3476631

Rajeev Agrawal, Manjunath V. Hegde, Demosthenis Teneketzis

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833627

zbMATH Keywords

lower boundmulti-armed banditasymptotic performanceswitching cost``uniformly good allocation rulesmultiple plays

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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A perpetual search for talents across overlapping generations: a learning process ⋮ MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT ⋮ Learning in Combinatorial Optimization: What and How to Explore ⋮ Certainty equivalence control with forcing: Revisited ⋮ Polynomial-Time Algorithms for Multiple-Arm Identification with Full-Bandit Feedback ⋮ Discrete time multi-parameter optimal stopping problems with multiple plays and switching costs ⋮ Nested-Batch-Mode Learning and Stochastic Optimization with An Application to Sequential MultiStage Testing in Materials Science

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