Lipschitz Bandits without the Lipschitz Constant

DOI10.1007/978-3-642-24412-4_14zbMath1349.60069arXiv1105.5041OpenAlexW1668488459MaRDI QIDQ3093946

Sébastien Bubeck, Jia Yuan Yu, Gilles Stoltz

Publication date: 19 October 2011

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5041

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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Continuous Assortment Optimization with Logit Choice Probabilities and Incomplete Information ⋮ Adaptive-treed bandits ⋮ Learning approximately optimal contracts ⋮ Learning approximately optimal contracts ⋮ Filtered Poisson process bandit on a continuum ⋮ Derivative-free optimization methods ⋮ On two continuum armed bandit problems in high dimensions

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