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CORR
2010
Springer
187views Education» more  CORR 2010»
12 years 2 months ago
Learning in A Changing World: Non-Bayesian Restless Multi-Armed Bandit
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 ...
Haoyang Liu, Keqin Liu, Qing Zhao
CORR
2010
Springer
143views Education» more  CORR 2010»
11 years 10 months ago
The Non-Bayesian Restless Multi-Armed Bandit: a Case of Near-Logarithmic Regret
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...
Wenhan Dai, Yi Gai, Bhaskar Krishnamachari, Qing Z...
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