Multi-armed bandit experiments in the online service economy

DOI10.1002/ASMB.2104MaRDI QIDQ6574679zbMATH OpenFDO

Authors Steven L. Scott

Publication date 18 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Bayesianreinforcement learningThompson samplingsequential experiment

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Asymptotically efficient adaptive allocation rules
• Bandit problems with infinitely many arms
• Finite-time analysis of the multiarmed bandit problem
• Learning to optimize via posterior sampling
• On the likelihood that one unkrown probability exeeds another in view of the evidence of two samples.
• Some aspects of the sequential design of experiments
• Statistical methods for dynamic treatment regimes. Reinforcement learning, causal inference, and personalized medicine
• Thompson sampling: an asymptotically optimal finite-time analysis

Cited in

(5)

• A Bayesian two-armed bandit model
• Discussion of: ``Machine learning applications in nonlife insurance
• Visualizations for interrogations of multi-armed bandits
• Novelty and Primacy: A Long-Term Estimator for Online Experiments
• Factorial Designs for Online Experiments

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