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

DOI10.1134/S00051179220110108MaRDI QIDQ2689638

Alex V. Kolnogorov, S. V. Garbar

Publication date: 13 March 2023

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

zbMATH Keywords

dynamic programmingminimax approachMonte-Carlo simulationmultiarmed bandit probleminvariant descriptionGaussian multiarmed banditUCB rule

Mathematics Subject Classification ID

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

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