Robust control of the multi-armed bandit problem-Reference-Cited by-同舟云学术

Robust control of the multi-armed bandit problem

Published:2015-08-21 Issue: Volume: Page:
ISSN:0254-5330
Container-title:Annals of Operations Research
language:en
Short-container-title:Ann Oper Res

Author:

Caro Felipe,Das Gupta Aparupa

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Link

http://link.springer.com/content/pdf/10.1007/s10479-015-1965-7.pdf

Reference30 articles.

1. Auer, P., Cesa-Bianchi, N., Freund, Y., & Schapire, R. E. (2003). The nonstochastic multiarmed bandit problem. SIAM Journal on Computing, 32(1), 48–77.

2. Bagnell, J. D., Ng, A. Y., & Schneider, J. (2001). Solving uncertain markov decision problems. Technical report, CMU-RI-TR-01-25, Pittsburgh, PA: Robotics Institute, Carnegie Mellon University.

3. Bertsekas, D. (2000). Dynamic programming and optimal control (Vol. II). Belmont, MA: Athena Scientific.

4. Besbes, O., Gur, Y., & Zeevi, A. (2014). Optimal exploration-exploitation in multi-armed-bandit problems with non-stationary rewards. Columbia Business School Working paper.

5. Burnetas, A. N., & Katehakis, M. N. (1996). Optimal adaptive policies for sequential allocation problems. Advances in Applied Mathematics, 17(2), 122–142.

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Percentile optimization in multi-armed bandit problems;Annals of Operations Research;2024-07-19

2. Robustness of Proactive Intensive Care Unit Transfer Policies;Operations Research;2022-11-22

3. Gittins’ theorem under uncertainty;Electronic Journal of Probability;2022-01-01

4. Efficient Episodic Learning of Nonstationary and Unknown Zero-Sum Games Using Expert Game Ensembles;2021 60th IEEE Conference on Decision and Control (CDC);2021-12-14

5. Optimal Learning Under Robustness and Time-Consistency;Operations Research;2020-03-16