Sample mean based index policies by O(log n) regret for the multi-armed bandit problem

DOI10.2307/1427934zbMath0840.90129OpenAlexW2000080679MaRDI QIDQ4862097

Rajeev Agrawal

Publication date: 9 July 1996

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427934

zbMATH Keywords

large deviationsupper confidence boundsmulti-armed bandit problemasymptotically efficientKullback-Leibler numberstochastic adaptive controlnon-Bayesian infinite horizon version

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Markov and semi-Markov decision processes (90C40)

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