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Latest revision as of 19:42, 19 March 2024

scientific article
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English
Lévy bandits: Multi-armed bandits driven by Lévy processes
scientific article

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    Lévy bandits: Multi-armed bandits driven by Lévy processes (English)
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    15 January 1996
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    Lévy processes
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    excursions
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    local time
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    Wiener-Hopf factorization
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    multiparameter processes
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    multiarmed bandits
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    optional increasing path
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