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» Finite-time Analysis of the Multiarmed Bandit Problem
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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
ALT
2007
Springer
14 years 1 months ago
Tuning Bandit Algorithms in Stochastic Environments
Algorithms based on upper-confidence bounds for balancing exploration and exploitation are gaining popularity since they are easy to implement, efficient and effective. In this p...
Jean-Yves Audibert, Rémi Munos, Csaba Szepe...
WIOPT
2011
IEEE
12 years 8 months ago
Network utility maximization over partially observable Markovian channels
Abstract—This paper considers maximizing throughput utility in a multi-user network with partially observable Markov ON/OFF channels. Instantaneous channel states are never known...
Chih-Ping Li, Michael J. Neely
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
SIGECOM
2009
ACM
83views ECommerce» more  SIGECOM 2009»
13 years 11 months ago
The price of truthfulness for pay-per-click auctions
We analyze the problem of designing a truthful pay-per-click auction where the click-through-rates (CTR) of the bidders are unknown to the auction. Such an auction faces the class...
Nikhil R. Devanur, Sham M. Kakade