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

DOI10.1016/J.SPA.2022.03.010MaRDI QIDQ2145828zbMATH OpenOpenAlexFDO

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

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

(8)

• Matrices -- compensating the loss of anschauung
• The multi-armed bandit problem with covariates
• Covariate models for bernoulli bandits
• The \(k\)-nearest neighbour UCB algorithm for multi-armed bandits with covariates
• Nonstochastic bandits: Countable decision set, unbounded costs and reactive environments
• Encounters with Martingales in Statistics and Stochastic Optimization
• One-armed bandit process with a covariate
• A non-parametric solution to the multi-armed bandit problem with covariates

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