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    COLT
    2008
    Springer
    179views Machine Learning» more  COLT 2008»
    Adapting to a Changing Environment: the Brownian Restless Bandits
    14 years 2 months ago
    Adapting to a Changing Environment: the Brownian Restless Bandits
    Download  research.microsoft.com
    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
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