EXPLORATION–EXPLOITATION POLICIES WITH ALMOST SURE, ARBITRARILY SLOW GROWING ASYMPTOTIC REGRET

DOI10.1017/S0269964818000529zbMath1484.62039arXiv1505.02865OpenAlexW2914435863MaRDI QIDQ5070864

Michael N. Katehakis, Wesley Cowan

Publication date: 14 April 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02865

zbMATH Keywords

online learningupper confidence boundssequential allocationbanditsinflated sample meansforcing actionsmulti-armed

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Sequential statistical analysis (62L10)

Cites Work

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• MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT
• Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
• Some aspects of the sequential design of experiments
• Finite-time analysis of the multiarmed bandit problem

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