44 search results - page 1 / 9 » A structured multiarmed bandit problem and the greedy policy |
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
—We consider a multiarmed bandit problem where the expected reward of each arm is a linear function of an unknown scalar with a prior distribution. The objective is to choose a s...
SDM
2007
SIAM
13 years 6 months ago
2007
SIAM
We consider a novel problem of learning an optimal matching, in an online fashion, between two feature spaces that are organized as taxonomies. We formulate this as a multi-armed ...
ICML
2007
IEEE
14 years 5 months ago
2007
IEEE
We provide a framework to exploit dependencies among arms in multi-armed bandit problems, when the dependencies are in the form of a generative model on clusters of arms. We find ...
ECML
2005
Springer
13 years 10 months ago
2005
Springer
The multi-armed bandit problem for a gambler is to decide which arm of a K-slot machine to pull to maximize his total reward in a series of trials. Many real-world learning and opt...
CORR
2010
Springer
13 years 1 months ago
2010
Springer
In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are N arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A play...