A non-parametric solution to the multi-armed bandit problem with covariates

DOI10.1016/j.jspi.2020.07.008zbMath1455.62067OpenAlexW3081616479MaRDI QIDQ826996

Ming-Yao Ai, Jun Yu, Yi-min Huang

Publication date: 6 January 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.07.008

zbMATH Keywords

multi-armed bandit problemefficient policynonparametric solutionsubsample comparisons

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Sequential statistical design (62L05)

Cites Work

• The multi-armed bandit problem with covariates
• Nonparametric bandit methods
• Woodroofe's one-armed bandit problem revisited
• Asymptotically efficient adaptive allocation rules
• Adaptive treatment allocation and the multi-armed bandit problem
• Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates
• Optimal adaptive policies for sequential allocation problems
• The multi-armed bandit problem: an efficient nonparametric solution
• A One-Armed Bandit Problem with a Concomitant Variable
• Sample mean based index policies by O(log n) regret for the multi-armed bandit problem
• Bandit problems with side observations
• A Note on Performance Limitations in Bandit Problems With Side Information
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem

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