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Deterministic Sequencing of Exploration and Exploitation for Multi-Armed Bandit Problems
Deterministic Sequencing Exploration Exploitation Multi-Armed Bandit Problems
2011/7/7
In the Multi-Armed Bandit (MAB) problem, there are a given set of arms with unknown reward distributions. At each time, a player selects one arm to play, aiming to maximize the total expected reward o...
Multi-armed bandit problem with precedence relations
Markov chains multi-armed bandits Kullback–Leibler number likelihood ratio optimal stopping scheduling
2010/4/27
Consider a multi-phase project management problem where the
decision maker needs to deal with two issues: (a) how to allocate resources to
projects within each phase, and (b) when to enter the next ...