Normal bandits of unknown means and variances

zbMATH Open1471.62441MaRDI QIDQ4558474FDOQ4558474

Authors: Wesley Cowan, Junya Honda, Michael N. Katehakis 

Publication date: 22 November 2018

Full work available at URL: http://jmlr.csail.mit.edu/papers/v18/15-154.html

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zbMATH Keywords

multi-armed banditssequential allocationinflated sample meansUCB policies

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sequential estimation (62L12)

Cites Work

• Exploration-exploitation tradeoff using variance estimates in multi-armed bandits
• Asymptotically efficient adaptive allocation rules
• On the Gittins index for multiarmed bandits
• Multi-armed bandit allocation indices. With a foreword by Peter Whittle.
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem
• Kullback-Leibler upper confidence bounds for optimal sequential allocation
• UCB revisited: improved regret bounds for the stochastic multi-armed bandit problem
• 10.1162/1532443041827907
• An asymptotically optimal policy for finite support models in the multiarmed bandit problem
• Optimal Adaptive Policies for Markov Decision Processes
• Optimal adaptive policies for sequential allocation problems
• ASYMPTOTIC BAYES ANALYSIS FOR THE FINITE-HORIZON ONE-ARMED-BANDIT PROBLEM
• Asymptotically optimal Bayesian sequential change detection and identification rules
• Non-asymptotic analysis of a new bandit algorithm for semi-bounded rewards
• Title not available (Why is that?)
• Online Learning of Rested and Restless Bandits
• Multi-armed bandits under general depreciation and commitment
• On large deviations properties of sequential allocation problems
• Title not available (Why is that?)

Cited In (4)

• Adaptive policies for perimeter surveillance problems
• Exploration-exploitation policies with almost sure, arbitrarily slow growing asymptotic regret
• Optimal activation of halting multi‐armed bandit models
• Title not available (Why is that?)

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