One-armed bandit problem and the mirror descent algorithm

MaRDI QIDQ6196846zbMATH OpenFDO

Authors D. N. Shiyan

Publication date 15 March 2024

Full work available at URL http://mathnet.ru/eng/mgta337

zbMATH Keywords

batch processingEXP3minimax approachmirror descent algorithmone-armed bandit problemtwo-armed bandit problem

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Recommendations

• Two-armed bandit problem and batch version of the mirror descent algorithm
• One-armed bandit problem for parallel data processing systems
• Gaussian one-armed bandit with both unknown parameters
• Invariant description of control in a Gaussian one-armed bandit problem
• Two-armed bandit problem for parallel data processing systems

Cites work

• scientific article; zbMATH DE number 3831758 (Why is no real title available?)
• scientific article; zbMATH DE number 3845417 (Why is no real title available?)
• scientific article; zbMATH DE number 3919523 (Why is no real title available?)
• scientific article; zbMATH DE number 4078557 (Why is no real title available?)
• scientific article; zbMATH DE number 3695967 (Why is no real title available?)
• scientific article; zbMATH DE number 3359804 (Why is no real title available?)
• On Sequential Designs for Maximizing the Sum of n Observations

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