17 search results - page 2 / 4 » The Budgeted Multi-armed Bandit Problem |
CORR
2006
Springer
14 years 9 months ago
2006
Springer
The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of K arms of a slot machine, withou...
CORR
2010
Springer
14 years 6 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...
96
Voted
CORR
2010
Springer
14 years 9 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 ...
CORR
2010
Springer
14 years 4 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...
96
Voted
COLT
2010
Springer
14 years 7 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...