Finite-time lower bounds for the two-armed bandit problem

DOI10.1109/9.847107zbMATH Open0991.62059OpenAlexW2021240652MaRDI QIDQ4507101FDOQ4507101

Authors: Sanjeev R. Kulkarni, Gábor Lugosi 

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.847107

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Mathematics Subject Classification ID

Sequential statistical design (62L05) Minimax procedures in statistical decision theory (62C20)

Cited In (12)

• Finite-time analysis of the multiarmed bandit problem
• Non-asymptotic analysis of a new bandit algorithm for semi-bounded rewards
• On ergodic two-armed bandits
• Arbitrary side observations in bandit problems
• Explore first, exploit next: the true shape of regret in bandit problems
• On optimal prior learning time in the two-armed bandit problem
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Note on Performance Limitations in Bandit Problems With Side Information
• Title not available (Why is that?)
• Adaptive policies for sequential sampling under incomplete information and a cost constraint
• Bounded Regret for Finitely Parameterized Multi-Armed Bandits

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