A bandit problem consisting of a sequence of n choices ( n →∞) from a number of infinitely many Bernoulli arms is considered. The parameters of Bernoulli arms are independent and identically distributed random variables from a common distribution F on the interval [0,1] and F is continuous...
(arms). We introduce the classical theory for multi-armed bandit processes in Section 6.1, and consider open bandit processes in which infinitely many arms are allowed in Section 6.2. An extension to generalized open bandit processes is given in Section 6.3. Finally, a concise account for ...
This paper explores the application of bandit algorithms in both stochastic and adversarial settings, with a focus on theoretical analysis and practical applications. The study begins by introducing bandit problems, distinguishing between stochastic and adversarial variants, and examining key algorithms such...
Applicationsto stochastic schedulings,equentialclinicaltrialsand a class of searchproblemsare discussed. Keywords:BANDITPROCESSES;DYNAMICALLOCATIONINDICES; TWO-ARMEDBANDITPROBLEM; MARKOVDECISIONPROCESSESO; PTIMALRESOURCEALLOCATIONS; EQUENTIALRANDOM SAMPLING;CHEMICALRESEARCH;CLINICALTRIALS;SEARCH A schedulinpgroblem ...
A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributionsDynamic allocation of Bernoulli processesk-failure strategym-run strategyN-learning strategynon-recallingm-run strategysequential experimentationA bandit problem with infinitely many Bernoulli arms is considered. The ...