A dynamic programming strategy to balance exploration and exploitation in the bandit problem

DOI10.1007/s10472-010-9190-1zbMath1226.68079OpenAlexW2052471706MaRDI QIDQ647433

Olivier Caelen, Gianluca Bontempi

Publication date: 23 November 2011

Published in: Annals of Mathematics and Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10472-010-9190-1

zbMATH Keywords

estimationgreedymulti-armed bandit problem

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Learning and adaptive systems in artificial intelligence (68T05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Related Items (1)

A dynamic programming strategy to balance exploration and exploitation in the bandit problem

Uses Software

• bootstrap
• PRMLT

Cites Work

• A dynamic programming strategy to balance exploration and exploitation in the bandit problem
• Exploration of multi-state environments: Local measures and back-propagation of uncertainty
• The Sample Average Approximation Method for Stochastic Discrete Optimization
• Approximate Dynamic Programming
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem
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