Mechanisms with learning for stochastic multi-armed bandit problems

DOI10.1007/s13226-016-0186-3zbMath1384.90118OpenAlexW2460608695MaRDI QIDQ2520139

Ganesh Ghalme, Satyanath Bhat, Divya Padmanabhan, Shweta Jain, Yadati Narahari

Publication date: 13 December 2016

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-016-0186-3

zbMATH Keywords

learning algorithmsmechanism designmulti-armed bandit

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

Related Items (1)

A quality assuring, cost optimal multi-armed bandit mechanism for expertsourcing

Cites Work

• Foundations of mechanism design: a tutorial. II. Advanced concepts and results
• Asymptotically efficient adaptive allocation rules
• Truthful Mechanisms with Implicit Payment Computation
• Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis
• Optimal Auction Design
• Game Theory and Mechanism Design
• Dynamic Pay-Per-Action Mechanisms and Applications to Online Advertising
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem

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