A linear response bandit problem

DOI10.1214/11-SSY032zbMath1352.91009OpenAlexW2069129115MaRDI QIDQ5168867

Assaf J. Zeevi, Alexander Goldenshluger

Publication date: 21 July 2014

Full work available at URL: https://doi.org/10.1214/11-ssy032

zbMATH Keywords

minimaxestimationregretbandit problemssequential allocationrate-optimal policy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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