Generalized Bandit Problems

DOI10.1007/3-540-27295-X_6MaRDI QIDQ5486926zbMATH OpenOpenAlexFDO

Authors Rangarajan K. Sundaram

Publication date 18 September 2006

Published in Social Choice and Strategic Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-27295-x_6

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39)

Recommendations

• Denumerable-Armed Bandits
• Extensions of the multiarmed bandit problem: The discounted case
• Switching Costs and the Gittins Index
• Evaluating strategies for generalized bandit problems
• Stationary multi-choice bandit problems.

Cites work

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• A class of bandit problems yielding myopic optimal strategies
• Arm-acquiring bandits
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• Bayesian dynamic programming
• Contributions to the "Two-Armed Bandit" Problem
• Denumerable-Armed Bandits
• Discounted Dynamic Programming
• On dynamic programming and statistical decision theory
• Optimal Search for the Best Alternative
• Optimal learning with costly adjustment
• Switching Costs and the Gittins Index
• The Sequential Design of Bernoulli Experiments Including Switching Costs

Cited in

(31)

• scientific article; zbMATH DE number 736275 (Why is no real title available?)
• Arbitrary side observations in bandit problems
• Best arm identification in generalized linear bandits
• Stationary multi-choice bandit problems.
• A general theory of multiarmed bandit processes with constrained arm switches
• Evaluating policies for generalized bandits via a notion of duality
• Optimal learning and experimentation in bandit problems.
• The multi-armed bandit, with constraints
• scientific article; zbMATH DE number 6253908 (Why is no real title available?)
• Batched bandit problems
• Branching bandits: A sequential search process with correlated pay-offs.
• scientific article; zbMATH DE number 3891095 (Why is no real title available?)
• A class of bandit problems yielding myopic optimal strategies
• The set-indexed bandit problem.
• Extensions of the multiarmed bandit problem: The discounted case
• Multi-armed bandits under general depreciation and commitment
• scientific article; zbMATH DE number 4127033 (Why is no real title available?)
• Bandits and Experts in Metric Spaces
• Denumerable-Armed Bandits
• Branching Bandit Processes
• Discounted Multiarmed Bandit Problems on a Collection of Machines with Varying Speeds
• A perpetual search for talents across overlapping generations: a learning process
• Evaluating strategies for generalized bandit problems
• Switching Costs and the Gittins Index
• Generalized two-stage bandit problem
• The K-armed bandit problem with multiple priors
• Multi-armed bandits with simple arms
• A faster index algorithm and a computational study for bandits with switching costs
• Lévy bandits: Multi-armed bandits driven by Lévy processes
• Gaussian process modelling of dependencies in multi-armed bandit problems
• Generalized Restless Bandits and the Knapsack Problem for Perishable Inventories

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