Arbitrary side observations in bandit problems

DOI10.1016/j.aam.2004.10.004zbMath1152.91391MaRDI QIDQ2483920

Sanjeev R. Kulkarni, Chih-Chun Wang, H. Vincent Poor

Publication date: 1 August 2005

Published in: Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aam.2004.10.004

zbMATH Keywords

Efficient; Adaptive; Asymptotic; Regret; Arbitrary; Allocation rule; Evenly distributed; Side information; Two-armed bandit

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

91A60: Probabilistic games; gambling

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