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» Active Learning in Multi-armed Bandits
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CORR
2010
Springer
127views Education» more  CORR 2010»
13 years 4 months ago
Online Algorithms for the Multi-Armed Bandit Problem with Markovian Rewards
We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. Th...
Cem Tekin, Mingyan Liu
COLT
2010
Springer
13 years 2 months ago
Best Arm Identification in Multi-Armed Bandits
We consider the problem of finding the best arm in a stochastic multi-armed bandit game. The regret of a forecaster is here defined by the gap between the mean reward of the optim...
Jean-Yves Audibert, Sébastien Bubeck, R&eac...

Publication
466views
14 years 3 months ago
Multi-Armed Bandit Mechanisms for Multi-Slot Sponsored Search Auctions
In pay-per click sponsored search auctions which are cur- rently extensively used by search engines, the auction for a keyword involves a certain number of advertisers (say k) c...
Akash Das Sarma, Sujit Gujar, Y. Narahari
CORR
2010
Springer
175views Education» more  CORR 2010»
12 years 11 months ago
On the Combinatorial Multi-Armed Bandit Problem with Markovian Rewards
We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of M users and N M resources. F...
Yi Gai, Bhaskar Krishnamachari, Mingyan Liu
CORR
2010
Springer
189views Education» more  CORR 2010»
13 years 4 months ago
An Optimal Dynamic Mechanism for Multi-Armed Bandit Processes
We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...
Sham M. Kakade, Ilan Lobel, Hamid Nazerzadeh