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» Algorithms for Infinitely Many-Armed Bandits
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COLT
2008
Springer
13 years 6 months ago
Adapting to a Changing Environment: the Brownian Restless Bandits
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...
Aleksandrs Slivkins, Eli Upfal
COLT
2010
Springer
13 years 2 months ago
Open Loop Optimistic Planning
We consider the problem of planning in a stochastic and discounted environment with a limited numerical budget. More precisely, we investigate strategies exploring the set of poss...
Sébastien Bubeck, Rémi Munos