The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of K arms of a slot machine, withou...
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. In this problem, at each time, a player chooses K out of N (N > K) arms to play. The state of ...
In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of int...
In this paper we consider the problem of actively learning the mean values of distributions associated with a finite number of options (arms). The algorithms can select which opti...
—We consider a cognitive radio network with distributed multiple secondary users, where each user independently searches for spectrum opportunities in multiple channels without e...