Rate-optimal Bayesian simple regret in best arm identification

DOI10.1287/MOOR.2022.0011MaRDI QIDQ6634248zbMATH OpenFDO

Authors Junpei Komiyama, Kaito Ariu, Masahiro Kato, Chao Qin

Publication date 7 November 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/MOOR.2022.0011

zbMATH Keywords

Bayesian analysisbest arm identificationlarge deviationmultiarmed bandit problemranking and selectionsequential decision making

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical design (62L05) Online algorithms; streaming algorithms (68W27)

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