Improved rates for the stochastic continuum-armed bandit problem

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4539 LNAI, Issue , 2007, Pages 454-468

  Auer, Peter ^a   Ortner, Ronald ^a   Szepesvári, Csaba ^b  

^a UNIVERSITY OF LEOBEN   (Austria)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; FUNCTION EVALUATION; ONE DIMENSIONAL; OPTIMIZATION; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES;

CONTINUUM-ARMED BANDIT PROBLEM; MAXIMA; PAYOFF FUNCTIONS; PROBABILITY BOUNDS;

CONTINUUM MECHANICS;

EID: 38049040954     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-72927-3_33     Document Type: Conference Paper

References (5)

1. Kleinberg, R.: Nearly tight bounds for the continuum-armed bandit problem. In: Advances in Neural Information Processing Systems 17 NIPS, 697-704 (2004)
2. Agrawal, R.: The continuum-armed bandit problem. SIAM J. Control Optim. 33, 1926-1951 (1995)
3. Cope, E.: Regret and convergence bounds for a class of continuum-armed bandit problems, submitted (2006)
4. Auer, P., Cesa-Bianchi, N., Fischer, P.: Finite-time analysis of the multi-armed bandit problem. Mach. Learn. 47, 235-256 (2002)
5. Cesa-Bianchi, N., Lugosi, G., Stoltz, G.: Minimizing regret with label efficient prediction. IEEE Trans. Inform. Theory 51, 2152-2162 (2004)