Mechanisms with learning for stochastic multi-armed bandit problems

DOI10.1007/S13226-016-0186-3MaRDI QIDQ2520139zbMATH OpenOpenAlexFDO

Authors Shweta Jain, Satyanath Bhat, Ganesh Ghalme, Divya Padmanabhan, Y. Narahari

Publication date 13 December 2016

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13226-016-0186-3

zbMATH Keywords

multi-armed banditlearning algorithmsmechanism design

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

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Cites work

• Asymptotically efficient adaptive allocation rules
• Dynamic pay-per-action mechanisms and applications to online advertising
• Finite-time analysis of the multiarmed bandit problem
• Foundations of mechanism design: a tutorial. II. Advanced concepts and results
• Game theory and mechanism design
• Optimal Auction Design
• Regret analysis of stochastic and nonstochastic multi-armed bandit problems
• Some aspects of the sequential design of experiments
• Thompson sampling: an asymptotically optimal finite-time analysis
• Truthful mechanisms with implicit payment computation

Cited in

(10)

• On the value of learning for Bernoulli bandits with unknown parameters
• Machine learning and nonparametric bandit theory
• A quality assuring, cost optimal multi-armed bandit mechanism for expertsourcing
• Memory-Constrained No-Regret Learning in Adversarial Multi-Armed Bandits
• A reliability-aware multi-armed bandit approach to learn and select users in demand response
• Exploration and exploitation of scratch games
• ON THE IDENTIFICATION AND MITIGATION OF WEAKNESSES IN THE KNOWLEDGE GRADIENT POLICY FOR MULTI-ARMED BANDITS
• Learning and incentives in user-generated content: multi-armed bandits with endogenous arms
• scientific article; zbMATH DE number 6542809 (Why is no real title available?)
• An Efficient Algorithm for Learning with Semi-bandit Feedback

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