A Note on Performance Limitations in Bandit Problems With Side Information

DOI10.1109/TIT.2011.2104450zbMATH Open1366.91040OpenAlexW2117593143MaRDI QIDQ5281050FDOQ5281050

Authors: Assaf Zeevi, Alexander Goldenshluger 

Publication date: 27 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2011.2104450

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Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Minimax procedures in statistical decision theory (62C20) Probabilistic games; gambling (91A60)

Cited In (5)

• The multi-armed bandit problem with covariates
• On the Worth of Perfect Information in Bandits with Random Discounting
• A linear response bandit problem
• Woodroofe's one-armed bandit problem revisited
• A non-parametric solution to the multi-armed bandit problem with covariates

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