17 search results - page 1 / 4 » Multi-armed bandit problems with dependent arms |
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
12 years 11 months ago
2010
Springer
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...
CORR
2010
Springer
12 years 11 months ago
2010
Springer
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...
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 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...