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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2021
|
| Subjects: |