An Asymptotically Optimal Policy for Uniform Bandits of Unknown Support

Consider the problem of a controller sampling sequentially from a finite number of $N \geq 2$ populations, specified by random variables $X^i_k$, $ i = 1,\ldots , N,$ and $k = 1, 2, \ldots$; where $X^i_k$ denotes the outcome from population $i$ the $k^{th}$ time it is sampled. It is assumed that for...

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Bibliographische Detailangaben

Hauptverfasser:	Cowan, Wesley, Katehakis, Michael N
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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