A dynamic programming strategy to balance exploration and exploitation in the bandit problem-Reference-Cited by-同舟云学术

A dynamic programming strategy to balance exploration and exploitation in the bandit problem

Published:2010-06-10 Issue:1-2 Volume:60 Page:3-24
ISSN:1012-2443
Container-title:Annals of Mathematics and Artificial Intelligence
language:en
Short-container-title:Ann Math Artif Intell

Author:

Caelen Olivier,Bontempi Gianluca

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Artificial Intelligence

Link

http://link.springer.com/content/pdf/10.1007/s10472-010-9190-1.pdf

Reference22 articles.

1. Audibert, J.-Y., Munos, R., Szepesvári, C.: Use of variance estimation in the multi-armed bandit problem. In: NIPS 2006 Workshop on On-line Trading of Exploration and Exploitation (2006)

2. Auer, P., Cesa-Bianchi, N., Fischer, P.: Finite-time analysis of the multiarmed bandit problem. Mach. Learn. 47(2/3), 235–256 (2002)

3. Auer, P., Cesa-Bianchi, N., Freund, Y., Schapire, R.E.: Gambling in a rigged casino: the adversarial multi-armed bandit problem. In: Proceedings of the 36th Annual Symposium on Foundations of Computer Science, pp. 322–331. IEEE Computer Society, Los Alamitos (1995)

4. Azoulay-Schwartz, R., Kraus, S., Wilkenfeld, J.: Exploitation vs. exploration: choosing a supplier in an environment of incomplete information. Decis. Support Syst. 38(1), 1–18 (2004)

5. Bertsekas, D.P.: Dynamic Programming—Deterministic and Stochastic Models. Prentice-Hall, Upper Saddle River (1987)

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