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ICASSP
2011
IEEE
12 years 8 months ago
Logarithmic weak regret of non-Bayesian restless multi-armed bandit
Abstract—We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. At each time, a player chooses K out of N (N > K) arms to play. The state of each ar...
Haoyang Liu, Keqin Liu, Qing Zhao
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