The multi-armed bandit, with constraints

DOI10.1007/s10479-012-1250-yzbMath1274.90470arXiv1203.4640OpenAlexW1965106111MaRDI QIDQ378726

Uriel G. Rothblum, Eugene A. Feinberg, Eric V. Denardo

Publication date: 12 November 2013

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4640

zbMATH Keywords

column generationexpected utilitylinear and exponential utility functions

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items

Four proofs of Gittins' multiarmed bandit theorem ⋮ Index policy for multiarmed bandit problem with dynamic risk measures ⋮ MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT ⋮ Coordinating Pricing and Inventory Replenishment with Nonparametric Demand Learning ⋮ An asymptotically optimal strategy for constrained multi-armed bandit problems ⋮ On the reduction of total‐cost and average‐cost MDPs to discounted MDPs ⋮ Robust control of the multi-armed bandit problem

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