A Structured Multiarmed Bandit Problem and the Greedy Policy
We consider a multiarmed bandit problem where the expected reward of each arm is a linear function of an unknown scalar with a prior distribution. The objective is to choose a sequence of arms that maximizes the expected total (or discounted total) reward. We demonstrate the effectiveness of a greed...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Electrical and Electronics Engineers
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/1721.1/54813 https://orcid.org/0000-0003-2658-8239 |