Infinite Arms Bandit: Optimality via Confidence Bounds

DOI10.5705/ss.202020.0242OpenAlexW3174216023MaRDI QIDQ5089465

Shouri Hu, Hock Peng Chan

Publication date: 19 July 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.11793

zbMATH Keywords

optimal allocationsequential analysisMABUCB

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Learning to Optimize via Posterior Sampling
• Bandit problems with side observations
• Improved Rates for the Stochastic Continuum-Armed Bandit Problem
• Finite-time analysis of the multiarmed bandit problem

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