메뉴 건너뛰기




Volumn , Issue , 2009, Pages 1177-1184

Piecewise-stationary bandit problems with side observations

Author keywords

[No Author keywords available]

Indexed keywords

BANDIT PROBLEMS; DECISION PROBLEMS; PIECE-WISE; PRIOR KNOWLEDGE; STATIONARY DISTRIBUTION;

EID: 71149111013     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (86)

References (18)
  • 2
    • 0036568025 scopus 로고    scopus 로고
    • Finite-time analysis of the multiarmed bandit problem
    • Auer, P., Cesa-Bianchi, N., & Fischer, P. (2002a). Finite-time analysis of the multiarmed bandit problem. Machine Learning, 47, 235-256.
    • (2002) Machine Learning , vol.47 , pp. 235-256
    • Auer, P.1    Cesa-Bianchi, N.2    Fischer, P.3
  • 5
    • 33745295134 scopus 로고    scopus 로고
    • Action elimination and stopping conditions for the multi-armed bandit and reinforcement learning problems
    • Even-Dar, E., Mannor, S., & Mansour, Y. (2006). Action elimination and stopping conditions for the multi-armed bandit and reinforcement learning problems. J. Mach. Learn. Res., 7, 1079-1105.
    • (2006) J. Mach. Learn. Res , vol.7 , pp. 1079-1105
    • Even-Dar, E.1    Mannor, S.2    Mansour, Y.3
  • 6
    • 24344490792 scopus 로고    scopus 로고
    • Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
    • Fuh, C. D. (2004). Asymptotic operating characteristics of an optimal change point detection in hidden Markov models. Ann. Statist., 2305-2339.
    • (2004) Ann. Statist , pp. 2305-2339
    • Fuh, C.D.1
  • 11
    • 0346405517 scopus 로고    scopus 로고
    • Sequential analysis: Some classical problems and new challenges
    • Lai, T. L. (2001). Sequential analysis: some classical problems and new challenges. Statistica Sinica, 11, 303-408.
    • (2001) Statistica Sinica , vol.11 , pp. 303-408
    • Lai, T.L.1
  • 12
    • 0002899547 scopus 로고
    • Asymptotically efficient adaptive allocation rules
    • Lai, T. L., & Robbins, H. (1985). Asymptotically efficient adaptive allocation rules. Advances in Applied Mathematics, 6, 4-22.
    • (1985) Advances in Applied Mathematics , vol.6 , pp. 4-22
    • Lai, T.L.1    Robbins, H.2
  • 14
    • 0001524507 scopus 로고
    • Procedures for reacting to a change in distribution
    • Lorden, G. (1971). Procedures for reacting to a change in distribution. Ann. Math. Statist. 42, 1897-1908.
    • (1971) Ann. Math. Statist , vol.42 , pp. 1897-1908
    • Lorden, G.1
  • 15
    • 33744827418 scopus 로고    scopus 로고
    • Sequential change-point detection when unknown parameters are present in the pre-change distribution
    • Mei, Y. J. (2006). Sequential change-point detection when unknown parameters are present in the pre-change distribution. Ann. Statist., 34, 92-122.
    • (2006) Ann. Statist , vol.34 , pp. 92-122
    • Mei, Y.J.1
  • 16
    • 0002916530 scopus 로고
    • Continuous inspection scheme
    • Page, E. S. (1954). Continuous inspection scheme. Biometrika, 41, 100-115.
    • (1954) Biometrika , vol.41 , pp. 100-115
    • Page, E.S.1
  • 17
    • 0010458140 scopus 로고
    • Average run lengths of an optimal method of detecting a change in distribution
    • Pollak, M. (1987). Average run lengths of an optimal method of detecting a change in distribution. Ann. Statist, 15, 749-779.
    • (1987) Ann. Statist , vol.15 , pp. 749-779
    • Pollak, M.1
  • 18
    • 0002196122 scopus 로고
    • On optimum methods in quickest detection problems
    • Shiryayev, A. N. (1963). On optimum methods in quickest detection problems. Theory Probab. Appl., 8, 22-46.
    • (1963) Theory Probab. Appl , vol.8 , pp. 22-46
    • Shiryayev, A.N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.