MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS

DOI10.5705/SS.202020.0454OpenAlexW3106747220MaRDI QIDQ5072149FDOQ5072149

Authors: Tze Leung Lai, Huanzhong Xu, Dongwoo Kim 

Publication date: 25 April 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202020.0454

zbMATH Keywords

personalized medicinereinforcement learningrecommender systemcontextual multi-armed bandits\(\epsilon\)-greedy randomization

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (5)

• Matrices -- compensating the loss of anschauung
• One-armed bandit problems with covariates
• Bandit and covariate processes, with finite or non-denumerable set of arms
• A revised approach for risk-averse multi-armed bandits under CVaR criterion
• Encounters with Martingales in Statistics and Stochastic Optimization

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