Customization of J. Bather's UCB strategy for a Gaussian multiarmed bandit

DOI10.1134/S00051179220110108MaRDI QIDQ2689638zbMATH OpenFDO

Authors S. V. Garbar, Alex V. Kolnogorov

Publication date 13 March 2023

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S00051179220110108

zbMATH Keywords

dynamic programmingGaussian multiarmed banditinvariant descriptionminimax approachMonte-Carlo simulationmultiarmed bandit problemUCB rule

Mathematics Subject Classification ID

Applications of game theory (91A80) Optimal stochastic control (93E20)

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Cited in

(2)

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• UCB strategies and optimization of batch processing in a one-armed bandit problem

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