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» A structured multiarmed bandit problem and the greedy policy
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TSP
2010
13 years 2 months ago
Dynamic multichannel access with imperfect channel state detection
A restless multi-armed bandit problem that arises in multichannel opportunistic communications is considered, where channels are modeled as independent and identical Gilbert
Keqin Liu, Qing Zhao, Bhaskar Krishnamachari
ML
2002
ACM
133views Machine Learning» more  ML 2002»
13 years 7 months ago
Finite-time Analysis of the Multiarmed Bandit Problem
Reinforcement learning policies face the exploration versus exploitation dilemma, i.e. the search for a balance between exploring the environment to find profitable actions while t...
Peter Auer, Nicolò Cesa-Bianchi, Paul Fisch...
ALT
2011
Springer
12 years 7 months ago
Deviations of Stochastic Bandit Regret
This paper studies the deviations of the regret in a stochastic multi-armed bandit problem. When the total number of plays n is known beforehand by the agent, Audibert et al. (2009...
Antoine Salomon, Jean-Yves Audibert
CORR
2010
Springer
127views Education» more  CORR 2010»
13 years 7 months ago
Online Algorithms for the Multi-Armed Bandit Problem with Markovian Rewards
We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. Th...
Cem Tekin, Mingyan Liu
CORR
2011
Springer
210views Education» more  CORR 2011»
13 years 2 months ago
Online Learning of Rested and Restless Bandits
In this paper we study the online learning problem involving rested and restless multiarmed bandits with multiple plays. The system consists of a single player/user and a set of K...
Cem Tekin, Mingyan Liu