ASYMPTOTICALLY OPTIMAL MULTI-ARMED BANDIT POLICIES UNDER A COST CONSTRAINT
نویسندگان
چکیده
منابع مشابه
Asymptotically Optimal Multi-Armed Bandit Policies under a Cost Constraint
We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit dependent cost. Successive samples from each population are iid random variables with unknown distribution. The objective is to have a feasible policy for deciding ...
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ژورنال
عنوان ژورنال: Probability in the Engineering and Informational Sciences
سال: 2016
ISSN: 0269-9648,1469-8951
DOI: 10.1017/s026996481600036x