Stochastic control approach to the multi-armed bandit problems

Stochastic control approach to the multi-armed bandit problems

<p>A multi-armed bandit is the simplest problem to study learning under uncertainty when decisions affect information. A standard approach to the multi-armed bandit often gives a heuristic construction of an algorithm and proves its regret bound. Following a constructive approach, it is often...

Полное описание

Библиографические подробности
Главный автор:	Treetanthiploet, T
Другие авторы:	Cohen, S
Формат:	Диссертация
Язык:	English
Опубликовано:	2021
Предметы:	Mathematics Machine learning

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