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CORR
2010
Springer
187views Education» more  CORR 2010»
13 years 4 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
152views Education» more  CORR 2010»
12 years 11 months ago
Combinatorial Network Optimization with Unknown Variables: Multi-Armed Bandits with Linear Rewards
In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of int...
Yi Gai, Bhaskar Krishnamachari, Rahul Jain
CORR
2010
Springer
143views Education» more  CORR 2010»
13 years 1 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...
COLT
2010
Springer
13 years 2 months ago
Best Arm Identification in Multi-Armed Bandits
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...
Jean-Yves Audibert, Sébastien Bubeck, R&eac...
CORR
2010
Springer
175views Education» more  CORR 2010»
12 years 10 months ago
On the Combinatorial Multi-Armed Bandit Problem with Markovian Rewards
We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of M users and N M resources. F...
Yi Gai, Bhaskar Krishnamachari, Mingyan Liu