A Note on Performance Limitations in Bandit Problems With Side Information

DOI10.1109/TIT.2011.2104450MaRDI QIDQ5281050zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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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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