Bandit and covariate processes, with finite or non-denumerable set of arms

DOI10.1016/J.SPA.2022.03.010zbMATH Open1493.62476OpenAlexW4223922923MaRDI QIDQ2145828FDOQ2145828

Authors: Tze Leung Lai, Michael Sklar, Huanzhong Xu 

Publication date: 20 June 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2022.03.010

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zbMATH Keywords

multi-armed banditsadaptive allocation and its regretcovariates for personalizationinfinite set of arms

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Nonparametric regression and quantile regression (62G08) Large deviations (60F10) Sequential statistical design (62L05) Compound decision problems in statistical decision theory (62C25)

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Cited In (5)

• Matrices -- compensating the loss of anschauung
• Covariate models for bernoulli bandits
• Encounters with Martingales in Statistics and Stochastic Optimization
• Nonstochastic bandits: Countable decision set, unbounded costs and reactive environments
• One-armed bandit process with a covariate

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