Nonparametric bandit methods

DOI10.1007/BF02055587zbMath0729.90089MaRDI QIDQ806690

Sid Yakowitz, Wing Lowe

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

infinite-horizon bandit problemnonparametric setting

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Related Items (10)

A non-parametric solution to the multi-armed bandit problem with covariates ⋮ The time until the final zero crossing of random sums with application to nonparametric bandit theory ⋮ Bandit and covariate processes, with finite or non-denumerable set of arms ⋮ MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS ⋮ The multi-armed bandit problem: an efficient nonparametric solution ⋮ An asymptotically optimal policy for finite support models in the multiarmed bandit problem ⋮ A decision model and methodology for the AIDS epidemic ⋮ Machine learning for optimal blackjack counting strategies ⋮ Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion ⋮ Sequential design with applications to the trim-loss problem

Cites Work

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• Some One-Sided Theorems on the Tail Distribution of Sample Sums with Applications to the Last Time and Largest Excess of Boundary Crossings
• The uniform convergence of nearest neighbor regression function estimators and their application in optimization
• Random Search in the Presence of Noise, with Application to Machine Learning
• Probability Inequalities for Sums of Independent Random Variables
• Genetic Algorithms and the Optimal Allocation of Trials
• Some aspects of the sequential design of experiments
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