scientific article; zbMATH DE number 7596797

MaRDI QIDQ5043718zbMATH OpenFDO

Authors S. V. Garbar, Alex V. Kolnogorov

Publication date 6 October 2022

Full work available at URL http://mathnet.ru/eng/mgta299

zbMATH Keywords

dynamic programmingGaussian multi-armed banditinvariant descriptionminimax approachMonte Carlo simulationsmulti-armed bandit problemUCB rule

Mathematics Subject Classification ID

Other game-theoretic models (91A40)

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Cites work

• 10.1162/153244303321897663
• Adaptive treatment allocation and the multi-armed bandit problem
• An Asymptotic Minimax Theorem for the Two Armed Bandit Problem
• Bandit algorithms
• Batched bandit problems
• Finite-time analysis of the multiarmed bandit problem
• Gaussian two-armed bandit and optimization of batch data processing
• Gaussian two-armed bandit: limiting description
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• On Bayesian index policies for sequential resource allocation
• Prediction, Learning, and Games
• Sequential medical trials

Cited in

(2)

• Customization of J. Bather's UCB strategy for a Gaussian multiarmed bandit
• UCB strategies and optimization of batch processing in a one-armed bandit problem

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