Tracking the mean of a piecewise stationary sequence
type: Item
instance of: scholarly article
title: Tracking the mean of a piecewise stationary sequence
zbMATH Open document ID: 1547.60016
author: Ghurumuruhan Ganesan
published in: Indian Journal of Pure \& Applied Mathematics
publication date: 2024-10-24T00:00:00Z
Mathematics Subject Classification ID: 60C05
Mathematics Subject Classification ID: 68T10
zbMATH DE Number: 7931629
zbMATH Keywords: piecewise stationary sequence
zbMATH Keywords: mean tracking
zbMATH Keywords: weighted running average
zbMATH Keywords: multiarmed bandit
MaRDI profile type: Publication
cites work: Q3503433
cites work: Finite-time analysis of the multiarmed bandit problem
cites work: Optimal adaptive policies for sequential allocation problems
cites work: Asymptotically efficient adaptive allocation rules
cites work: Bandit Algorithms
cites work: Introduction to Multi-Armed Bandits
DOI: 10.1007/S13226-024-00641-0
description: scientific article; zbMATH DE number 7931629