Finite-Time Analysis for the Knowledge-Gradient Policy-Reference-Cited by-同舟云学术

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Finite-Time Analysis for the Knowledge-Gradient Policy

Published:2018-01 Issue:2 Volume:56 Page:1105-1129
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Wang Yingfei,Powell Warren B.

Funder

Air Force Office of Scientific Research

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

https://epubs.siam.org/doi/pdf/10.1137/16M1073388

Reference35 articles.

1. Sample mean based index policies by O(log n) regret for the multi-armed bandit problem

2. Exploration–exploitation tradeoff using variance estimates in multi-armed bandits

3. Optimal learning for sequential sampling with non-parametric beliefs

4. Selecting a Selection Procedure

Cited by 3 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. Finding the optimal exploration-exploitation trade-off online through Bayesian risk estimation and minimization;Artificial Intelligence;2024-05

2. Adaptive Design of Personalized Dose-Finding Clinical Trials;Service Science;2022-12

3. Knowledge Gradient: Capturing Value of Information in Iterative Decisions under Uncertainty;Mathematics;2022-11-30

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