UCB strategies and optimization of batch processing in a one-armed bandit problem

MaRDI QIDQ6153269zbMATH OpenFDO

Authors S. V. Garbar, Alex V. Kolnogorov

Publication date 13 February 2024

Full work available at URL http://mathnet.ru/eng/mgta328

zbMATH Keywords

Gaussian one-armed banditinvariant descriptionminimax approachMonte Carlo simulationsUCB rule

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cited in

(3)

• Optimization of two-alternative batch processing with parameter estimation based on data inside batches
• Gaussian one-armed bandit with both unknown parameters
• UCB strategies in a Gaussian two-armed bandit problem

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