On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms

DOI10.4064/AM-23-4-449-473zbMATH Open0848.93068OpenAlexW181682261MaRDI QIDQ4879862FDOQ4879862

Authors: Ewa Drabik 

Publication date: 2 June 1996

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219145

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zbMATH Keywords

adaptive controlinvariant measurestochastic controlmultiarmed Markov bandit problemselfoptimizing strategies

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

Cited In (3)

• Combining multiple strategies for multiarmed bandit problems and asymptotic optimality
• Title not available (Why is that?)
• Title not available (Why is that?)

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