Asymptotically Optimal Multi-Armed Bandit Policies under a Cost Constraint

We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit dependent cost. Successive samples from each population are iid ran...

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Hauptverfasser:	Burnetas, Apostolos N, Kanavetas, Odysseas, Katehakis, Michael N
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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