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» The Nonstochastic Multiarmed Bandit Problem
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TSP
2010
13 years 2 months ago
Distributed learning in multi-armed bandit with multiple players
We formulate and study a decentralized multi-armed bandit (MAB) problem. There are distributed players competing for independent arms. Each arm, when played, offers i.i.d. reward a...
Keqin Liu, Qing Zhao
ICASSP
2011
IEEE
12 years 11 months ago
Logarithmic weak regret of non-Bayesian restless multi-armed bandit
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...
Haoyang Liu, Keqin Liu, Qing Zhao
COLT
2010
Springer
13 years 5 months ago
Best Arm Identification in Multi-Armed Bandits
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...
Jean-Yves Audibert, Sébastien Bubeck, R&eac...

Publication
466views
14 years 6 months ago
Multi-Armed Bandit Mechanisms for Multi-Slot Sponsored Search Auctions
In pay-per click sponsored search auctions which are cur- rently extensively used by search engines, the auction for a keyword involves a certain number of advertisers (say k) c...
Akash Das Sarma, Sujit Gujar, Y. Narahari
CORR
2010
Springer
189views Education» more  CORR 2010»
13 years 7 months ago
An Optimal Dynamic Mechanism for Multi-Armed Bandit Processes
We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...
Sham M. Kakade, Ilan Lobel, Hamid Nazerzadeh