The Continuum-Armed Bandit Problem

DOI10.1137/S0363012992237273MaRDI QIDQ4862444zbMATHFDO

Authors Rajeev Agrawal

Publication date 8 February 1996

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

adaptive controlmultiarmed bandit problemlearning loss

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Sequential statistical design (62L05) Stochastic learning and adaptive control (93E35)

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Cited in

(36)

• Active Learning in Multi-armed Bandits
• scientific article; zbMATH DE number 3967731 (Why is no real title available?)
• Control-data separation and logical condition propagation for efficient inference on probabilistic programs
• A general theory of multiarmed bandit processes with constrained arm switches
• Optimal learning for sequential sampling with non-parametric beliefs
• scientific article; zbMATH DE number 3918239 (Why is no real title available?)
• Adaptive-treed bandits
• Budgeted multi-armed bandit in continuous action space
• Parameterized aspects of distinct Kemeny rank aggregation
• Parameterized aspects of distinct Kemeny rank aggregation
• Dynamic learning and decision making via basis weight vectors
• Improved Rates for the Stochastic Continuum-Armed Bandit Problem
• Learning in combinatorial optimization: what and how to explore
• Continuum armed bandit problem of few variables in high dimensions
• Learning approximately optimal contracts
• Contextual bandits with continuous actions: smoothing, zooming, and adapting
• A learning algorithm for the finite-time two-armed bandit problem
• Optimal learning with a local parametric belief model
• Smoothness-Adaptive Contextual Bandits
• An asymptotically optimal policy for finite support models in the multiarmed bandit problem
• Infinite Arms Bandit: Optimality via Confidence Bounds
• The Irrevocable Multiarmed Bandit Problem
• Emerging directions in Bayesian computation
• Nonparametric pricing analytics with customer covariates
• Noise free multi-armed bandit game
• Further contributions to the two-armed bandit problem
• A revision game of experimentation on a common threshold
• Filtered Poisson process bandit on a continuum
• Online linear optimization and adaptive routing
• scientific article; zbMATH DE number 4205609 (Why is no real title available?)
• Treatment recommendation with distributional targets
• On two continuum armed bandit problems in high dimensions
• The Nonstochastic Multiarmed Bandit Problem
• Learning approximately optimal contracts
• Bandit problems with infinitely many arms
• Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm

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