The nonstochastic multiarmed bandit problem

SIAM Journal on Computing

Volumn 32, Issue 1, 2003, Pages 48-77

  Auer, Peter ^a   Cesa Bianchi, Nicolò ^b   Freund, Yoav ^c   Schapire, Robert E ^d  

^a GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

^b UNIVERSITY OF MILAN   (Italy)

^c HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^d AT AND T LABS RESEARCH   (United States)

Author keywords

Adversarial bandit problem; Unknown matrix games

Indexed keywords

ALGORITHMS; GAME THEORY; MATRIX ALGEBRA; THEOREM PROVING;

ADVERSARIAL BANDIT PROBLEM; MULTIARMED BANDIT PROBLEM; UNKNOWN MATRIX GAMES;

PROBLEM SOLVING;

EID: 0037709910     PISSN: 00975397     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0097539701398375     Document Type: Article

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