We consider the problem of finding the best arm in a stochastic multi-armed bandit game. The regret of a forecaster is here defined by the gap between the mean reward of the optim...
In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are N arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A play...
Wenhan Dai, Yi Gai, Bhaskar Krishnamachari, Qing Z...
We consider a variant of the classic multi-armed bandit problem (MAB), which we call FEEDBACK MAB, where the reward obtained by playing each of n independent arms varies according...
Adaptive Operator Selection (AOS) turns the impacts of the applications of variation operators into Operator Selection through a Credit Assignment mechanism. However, most Credit ...
Abstract—We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. At each time, a player chooses K out of N (N > K) arms to play. The state of each ar...