BelMan: An Information-Geometric Approach to Stochastic Bandits
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-46133-1_11
Reference35 articles.
1. Agueh, M., Carlier, G.: Barycenters in the Wasserstein space. SIAM J. Math. Anal. 43(2), 904–924 (2011)
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3. Auer, P., Cesa-Bianchi, N., Fischer, P.: Finite-time analysis of the multiarmed bandit problem. Mach. Learn. 47(2–3), 235–256 (2002)
4. Barbaresco, F.: Information geometry of covariance matrix: cartan-siegel homogeneous bounded domains, mostow/berger fibration and frechet median. In: Nielsen, F., Bhatia, R. (eds.) Matrix Information Geometry, pp. 199–255. Springer, Heidelberg (2013). https://doi.org/10.1007/978-3-642-30232-9_9
5. Bellman, R.: A problem in the sequential design of experiments. Sankhyā Ind. J. Stat. (1933–1960) 16(3/4), 221–229 (1956)
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