Levy Bandits: Multi-Armed Bandits Driven by Levy Processes
نویسندگان
چکیده
منابع مشابه
Contextual Multi-Armed Bandits
We study contextual multi-armed bandit problems where the context comes from a metric space and the payoff satisfies a Lipschitz condition with respect to the metric. Abstractly, a contextual multi-armed bandit problem models a situation where, in a sequence of independent trials, an online algorithm chooses, based on a given context (side information), an action from a set of possible actions ...
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We formulate and study a new variant of the k-armed bandit problem, motivated by e-commerce applications. In our model, arms have (stochastic) lifetime after which they expire. In this setting an algorithm needs to continuously explore new arms, in contrast to the standard k-armed bandit model in which arms are available indefinitely and exploration is reduced once an optimal arm is identified ...
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We consider a variant of the classic multiarmed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when the player selects an arm at each time slot, information of other arms in the same group is also revealed. This regional bandit model naturally bridges the non...
متن کاملMulti-Objective X -Armed Bandits
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 1995
ISSN: 1050-5164
DOI: 10.1214/aoap/1177004777