2 search results - page 1 / 1 » Adapting to a Changing Environment: the Brownian Restless Ba... |
COLT
2008
Springer
13 years 6 months ago
2008
Springer
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. In this problem, at each time, a player chooses K out of N (N > K) arms to play. The state of ...