Sciweavers

Share
15 search results - page 1 / 3
» Online Algorithms for the Multi-Armed Bandit Problem with Ma...
Sort
View
CORR
2010
Springer
127views Education» more  CORR 2010»
9 years 3 months ago
Online Algorithms for the Multi-Armed Bandit Problem with Markovian Rewards
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...
Cem Tekin, Mingyan Liu
CORR
2010
Springer
175views Education» more  CORR 2010»
8 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
CORR
2010
Springer
187views Education» more  CORR 2010»
9 years 3 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
NIPS
2008
9 years 5 months ago
Mortal Multi-Armed Bandits
We formulate and study a new variant of the k-armed bandit problem, motivated by e-commerce applications. In our model, arms have (stochastic) lifetime after which they expire. In...
Deepayan Chakrabarti, Ravi Kumar, Filip Radlinski,...
COLT
2010
Springer
9 years 1 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...
books