Sciweavers

17 search results - page 1 / 4
» Distributed learning in multi-armed bandit with multiple pla...
Sort
View
99
Voted
CORR
2010
Springer
143views Education» more  CORR 2010»
14 years 6 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...
CORR
2010
Springer
187views Education» more  CORR 2010»
14 years 10 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
127views Education» more  CORR 2010»
14 years 10 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
COLT
2010
Springer
14 years 8 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
189views Education» more  CORR 2010»
14 years 9 months ago
An Optimal Dynamic Mechanism for Multi-Armed Bandit Processes
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...
Sham M. Kakade, Ilan Lobel, Hamid Nazerzadeh