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Volumn , Issue , 2008, Pages 4945-4950

A structured multiarmed bandit problem and the greedy policy

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CONTROL ENGINEERING;

EID: 62949175102     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2008.4738680     Document Type: Conference Paper
Times cited : (8)

References (15)
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    • Lai, T.L.1
  • 2
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    • A dynamic allocation index for the sequential design of experiments
    • J. Gani, Ed. Amsterdam: North-Holland
    • J. Gittins and D. M. Jones, "A dynamic allocation index for the sequential design of experiments," in Progress in Statistics, J. Gani, Ed. Amsterdam: North-Holland, 1974, pp. 241-266.
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  • 3
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    • Lai, T.L.1    Robbins, H.2
  • 4
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    • W. R. Thompson, "On the likelihood that one unknown probability exceeds another in view of the evidence of two samples," Biometrika, vol. 25, pp. 285-294, 1933.
    • (1933) Biometrika , vol.25 , pp. 285-294
    • Thompson, W.R.1
  • 5
    • 84966203785 scopus 로고
    • Some aspects of the sequential design of experiments
    • H. Robbins, "Some aspects of the sequential design of experiments," Bull. Amer. Math. Soc., vol. 58, pp. 527-535, 1952.
    • (1952) Bull. Amer. Math. Soc , vol.58 , pp. 527-535
    • Robbins, H.1
  • 7
    • 0001492860 scopus 로고
    • Contributions to the "two-armed bandit" problem
    • D. Feldman, "Contributions to the "two-armed bandit" problem," Ann. Math. Stat., vol. 33, pp. 847-856, 1962.
    • (1962) Ann. Math. Stat , vol.33 , pp. 847-856
    • Feldman, D.1
  • 8
    • 0010948196 scopus 로고
    • Further contributions to the "two-armed bandit" problem
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    • (1985) Ann. Stat , vol.13 , Issue.1 , pp. 418-422
    • Keener, R.1
  • 10
    • 0000532482 scopus 로고
    • Response surface bandits
    • J. Ginebra and M. K. Clayton, "Response surface bandits," J. Roy. Stat. Soc. B, vol. 57, no. 4, pp. 771-784, 1995.
    • (1995) J. Roy. Stat. Soc. B , vol.57 , Issue.4 , pp. 771-784
    • Ginebra, J.1    Clayton, M.K.2
  • 14
    • 0009943101 scopus 로고    scopus 로고
    • Incomplete learning from endogenous data in dynamic allocation
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  • 15
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    • Lippman, S.A.1


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