# The Multi-armed bandit # This tutorialcontainsa simple exampleofhowtobuild a policy-gradient based agent that can solve the multi-armed bandit problem.Formore information, see this Medium post. # 简单强化学习的Tensorflow实现 Part1: # 多臂赌博机 # 这个教程包含一个简单的,能够解决多臂赌博机问...
two-armed bandit problemThe problem of rational behavior in the stochastic environment, also known as the two armed bandit problem, is considered in the robust (minimax) setting. A parallel strategy is proposed leading to control, which is arbitrary close to the optimal one for environments with...
(1982) A Note on Structural Properties of the Bernoulli Two-Armed Bandit Problem. Math. Operationsforsch. Statist., Ser. Optimization 13: pp. 469-472Kalin, D. and Theodorescu, R. (1982). A note on structural properties of the Bernoulli two- armed bandit problem. Math. Operationsforsch. ...
摘要: Explicit formulae are obtained for the value and a stationary optimal policy in some cases of the continuous-time two-armed bandit problem with expected discounted reward.关键词: Two-armed bandit continuous time discounting optimization
A Note on the Bernoulli Two-Armed Bandit Problem 来自 Semantic Scholar 喜欢 0 阅读量: 33 作者: TA Kelley 摘要: Suppose the arms of a two-armed bandit generate i.i.d. Bernoulli random variables with success probabilities ρ and λ respectively. It is desired to maximize the expected sum ...
We obtain minimax lower bounds on the regret for the classical two-armed bandit problem. We provide a finite-sample minimax version of the well-known log n asymptotic lower bound of Lai and Robbins (1985). Also, in contrast to the log n asymptotic results on the regret, we show that the...
Some Remarks on the Two-Armed Bandit Abstract In this paper we consider the following situation: An experimenter has to perform a total of N trial on two Bernoulli-type experiments E1and E2with success probabilites α and β respectively, where both α and β are unknown to him....
A sequential design problem which is also called the two-armed bandit problem is considered under the condition that a continuous random variable is obtained from the general one-parameter distribution with probability p and no observation is obtained with probability 1p. This problem is formulated ...
: The apparent conflict between estimation and control—A survey of the two-armed bandit problem. J. Franklin Instit. 301 , 1976, 161–189.The apparent confl ict between estimation and control - a survey of the two-armed bandit problem - Witten - 1976...
n-armed bandit problemexploration- exploitation dilemmaspeed-accuracy tradeoffWe examine a model of human causal cognition, which generally deviates from normative systems such as classical logic and probability theory. For two-armed bandit problems, we demonstrate the efficacy of our loosely symmetric ...