JOURNAL ARTICLE
The Multi-Armed Bandit Problem
N KatehakisMichaelF VeinottArthur
Year: 1987 Journal: Mathematics of Operations Research Publisher: Institute for Operations Research and the Management Sciences
Abstract
This paper is dedicated to our friend and mentor, Cyrus Derman, on the occasion of his 60th birthday. The multi-armed bandit problem arises in sequentially allocating effort to one of N projects an...
Keywords:
Mathematics Multi-armed bandit Mathematical optimization Mathematical economics Operations research Regret Statistics
Metrics
11
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.44
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Advanced Bandit Algorithms Research
Social Sciences → Decision Sciences → Management Science and Operations Research
Optimization and Search Problems
Physical Sciences → Computer Science → Computer Networks and Communications
Auction Theory and Applications
Social Sciences → Decision Sciences → Management Science and Operations Research
Related Documents
BOOK-CHAPTER
Multi-armed Bandit Problem
Encyclopedia of Machine Learning and Data Mining Year: 2017 Pages: 863-863