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» Online Learning of Rested and Restless Bandits
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CORR
2011
Springer
210views Education» more  CORR 2011»
13 years 1 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
CORR
2010
Springer
171views Education» more  CORR 2010»
13 years 1 months ago
Online Learning in Opportunistic Spectrum Access: A Restless Bandit Approach
We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activ...
Cem Tekin, Mingyan Liu
COLT
2008
Springer
13 years 8 months ago
Adapting to a Changing Environment: the Brownian Restless Bandits
In the multi-armed bandit (MAB) problem there are k distributions associated with the rewards of playing each of k strategies (slot machine arms). The reward distributions are ini...
Aleksandrs Slivkins, Eli Upfal
COLT
2008
Springer
13 years 8 months ago
High-Probability Regret Bounds for Bandit Online Linear Optimization
We present a modification of the algorithm of Dani et al. [8] for the online linear optimization problem in the bandit setting, which with high probability has regret at most O ( ...
Peter L. Bartlett, Varsha Dani, Thomas P. Hayes, S...
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