The Continuum-Armed Bandit Problem

DOI10.1137/S0363012992237273zbMATH Open0848.93069MaRDI QIDQ4862444FDOQ4862444

Authors: Rajeev Agrawal 

Publication date: 8 February 1996

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

Recommendations

• Improved Rates for the Stochastic Continuum-Armed Bandit Problem
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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)

Cited In (35)

• A general theory of multiarmed bandit processes with constrained arm switches
• On two continuum armed bandit problems in high dimensions
• Improved Rates for the Stochastic Continuum-Armed Bandit Problem
• Control-data separation and logical condition propagation for efficient inference on probabilistic programs
• Budgeted multi-armed bandit in continuous action space
• Learning in combinatorial optimization: what and how to explore
• A learning algorithm for the finite-time two-armed bandit problem
• Filtered Poisson process bandit on a continuum
• Further contributions to the two-armed bandit problem
• Continuum armed bandit problem of few variables in high dimensions
• An asymptotically optimal policy for finite support models in the multiarmed bandit problem
• Nonparametric pricing analytics with customer covariates
• Optimal learning for sequential sampling with non-parametric beliefs
• Adaptive-treed bandits
• Optimal learning with a local parametric belief model
• Noise free multi-armed bandit game
• Learning approximately optimal contracts
• Contextual bandits with continuous actions: smoothing, zooming, and adapting
• A revision game of experimentation on a common threshold
• Parameterized aspects of distinct Kemeny rank aggregation
• Treatment recommendation with distributional targets
• Active Learning in Multi-armed Bandits
• Title not available (Why is that?)
• Title not available (Why is that?)
• Infinite Arms Bandit: Optimality via Confidence Bounds
• Smoothness-Adaptive Contextual Bandits
• Learning approximately optimal contracts
• Title not available (Why is that?)
• Emerging directions in Bayesian computation
• Bandit problems with infinitely many arms
• The Nonstochastic Multiarmed Bandit Problem
• Parameterized aspects of distinct Kemeny rank aggregation
• The Irrevocable Multiarmed Bandit Problem
• Online linear optimization and adaptive routing
• Stochastic continuum-armed bandits with additive models: minimax regrets and adaptive algorithm

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