13 search results - page 1 / 3 » The best of both worlds: stochastic and adversarial bandits |
CORR
2012
Springer
12 years 5 days ago
2012
Springer
We present a bandit algorithm, SAO (Stochastic and Adversarial Optimal), whose regret is, essentially, optimal both for adversarial rewards and for stochastic rewards. Specifical...
SODA
2012
ACM
11 years 6 months ago
2012
ACM
Motivated by online ad allocation, we study the problem of simultaneous approximations for the adversarial and stochastic online budgeted allocation problem. This problem consists...
COLT
2008
Springer
13 years 6 months ago
2008
Springer
We study on-line decision problems where the set of actions that are available to the decision algorithm vary over time. With a few notable exceptions, such problems remained larg...
SIAMCOMP
2002
13 years 4 months ago
2002
Abstract. In the multiarmed bandit problem, a gambler must decide which arm of K nonidentical slot machines to play in a sequence of trials so as to maximize his reward. This class...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
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 ...