Sample mean based index policies by O(log n) regret for the multi-armed bandit problem
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Publication:4862097
DOI10.2307/1427934zbMath0840.90129MaRDI QIDQ4862097
Publication date: 9 July 1996
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427934
large deviations; upper confidence bounds; multi-armed bandit problem; asymptotically efficient; Kullback-Leibler number; stochastic adaptive control; non-Bayesian infinite horizon version
93E20: Optimal stochastic control
93E35: Stochastic learning and adaptive control
90C40: Markov and semi-Markov decision processes
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