17 search results - page 1 / 4 » Distributed learning in multi-armed bandit with multiple pla... |
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...
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 ...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
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...
COLT
2010
Springer
13 years 2 months ago
2010
Springer
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...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
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...