How Fast Is the Bandit?

DOI10.1080/07362990802007202zbMath1416.62456arXivmath/0510351OpenAlexW2056330474MaRDI QIDQ3506304

Damien Lamberton, Gilles Pagès

Publication date: 12 June 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0510351

zbMATH Keywords

learning automatastochastic approximationasset allocationtwo-armed bandit algorithm

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Adaptive control/observation systems (93C40) Stochastic approximation (62L20)

Related Items (4)

Regret bounds for Narendra-Shapiro bandit algorithms ⋮ On ergodic two-armed bandits ⋮ Convergence in models with bounded expected relative hazard rates ⋮ Nonlinear randomized urn models: a stochastic approximation viewpoint

Cites Work

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• When can the two-armed bandit algorithm be trusted?
• On the linear model with two absorbing barriers
• Learning Automata - A Survey
• Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures
• Use of Stochastic Automata for Parameter Self-Optimization with Multimodal Performance Criteria

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