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Combining multiple strategies for multiarmed bandit problems and asymptotic optimality

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Publication:892592
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DOI10.1155/2015/264953zbMath1326.93115OpenAlexW2010356817WikidataQ59112383 ScholiaQ59112383MaRDI QIDQ892592

Hyeong Soo Chang, Sanghee Choe

Publication date: 19 November 2015

Published in: Journal of Control Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/264953


zbMATH Keywords

asymptotic optimalitymultiple strategiesmultiarmed bandit problems


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).




Cites Work

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  • Combining expert advice in reactive environments
  • Randomised allocation of treatments in sequential trials
  • The Nonstochastic Multiarmed Bandit Problem
  • Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
  • Prediction, Learning, and Games
  • Some aspects of the sequential design of experiments
  • Finite-time analysis of the multiarmed bandit problem


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