Multi-armed bandits in discrete and continuous time
نویسندگان
چکیده
منابع مشابه
Multi - Armed Bandits in Discrete and Continuous Time
We analyze Gittins' Markovian model, as generalized by Varaiya, Wal-rand and Buyukkoc, in discrete and continuous time. The approach resembles Weber's modification of Whittle's, within the framework of both multi-parameter processes and excursion theory. It is shown that index-priority strategies are optimal, in concert with all the special cases that have been treated previously. 1. Introducti...
متن کاملContextual Multi-Armed Bandits
We study contextual multi-armed bandit problems where the context comes from a metric space and the payoff satisfies a Lipschitz condition with respect to the metric. Abstractly, a contextual multi-armed bandit problem models a situation where, in a sequence of independent trials, an online algorithm chooses, based on a given context (side information), an action from a set of possible actions ...
متن کاملStaged Multi-armed Bandits
In conventional multi-armed bandits (MAB) and other reinforcement learning methods, the learner sequentially chooses actions and obtains a reward (which can be possibly missing, delayed or erroneous) after each taken action. This reward is then used by the learner to improve its future decisions. However, in numerous applications, ranging from personalized patient treatment to personalized web-...
متن کاملMortal Multi-Armed Bandits
We formulate and study a new variant of the k-armed bandit problem, motivated by e-commerce applications. In our model, arms have (stochastic) lifetime after which they expire. In this setting an algorithm needs to continuously explore new arms, in contrast to the standard k-armed bandit model in which arms are available indefinitely and exploration is reduced once an optimal arm is identified ...
متن کاملRegional Multi-Armed Bandits
We consider a variant of the classic multiarmed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when the player selects an arm at each time slot, information of other arms in the same group is also revealed. This regional bandit model naturally bridges the non...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1998
ISSN: 1050-5164
DOI: 10.1214/aoap/1028903380