Multi-armed bandit with sub-exponential rewards

DOI10.1016/J.ORL.2021.08.004OpenAlexW3195308870WikidataQ115568192 ScholiaQ115568192MaRDI QIDQ2060366FDOQ2060366

Siqian Shen, Huiwen Jia, Cong Shi

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2021.08.004

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zbMATH Keywords

multi-armed banditupper confidence boundunbounded rewardsub-exponential reward

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Title not available (Why is that?)
• Bandit Algorithms
• Bandits With Heavy Tail
• The concentration of measure phenomenon
• Some aspects of the sequential design of experiments
• Online Learning and Online Convex Optimization
• Inventory rebalancing and vehicle routing in bike sharing systems
• An Introduction to Heavy-Tailed and Subexponential Distributions
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• Learning to Optimize via Posterior Sampling
• Introduction to Multi-Armed Bandits
• Pricing of reusable resources under ambiguous distributions of demand and service time with emerging applications

Cited In (3)

• An incentive-compatible multi-armed bandit mechanism
• Title not available (Why is that?)
• Multi-armed bandits with episode context

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