Two-armed bandit problemminimax and Bayesian approachesmain theorem of the game theorymoderate data processingWe consider a Bernoulli two-armed bandit problem on a moderate control horizon as applied to optimization of processing moderate amounts of data if there are two processing methods available ...
# 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...
(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. ...
We consider two agents playing simultaneously the same stochastic three-armed bandit problem. The two agents are cooperating but they cannot communicate. We propose a strategy with no collisions at all between the players (with very high probability), and with near-optimal regret O(Tlog(T))...
The two-armed bandit problem, or more generally, the multi-armed bandit prob- lem, has been identified as the underlying problem of many practical circum- stances which involves making a series of choices among uncertain alternatives. Problems like job searching, customer switching, an...
We consider exponential two-armed bandit problem in which losses are described by exponential probability distribution densities. The results may be applied to queueing systems in which two alternative modes of server operation are available. One has to determine the mode corresponding to the smaller ...
Summary: The Two-Armed Bernoulli Bandit (TABB) problem is a classical optimization problem where an agent sequentially pulls one of two arms attached to a gambling machine, with each pull resulting either in a reward or a penalty. The reward probabilities of each arm are unknown, and thus ...
J.A. Bather, The minimax risk for the two-armed bandit problem, in: Mathematical Learning Models: Theory and Algorithms (Springer, Bad Honnef, 1982) I- Il.J A Bather, ``The minimax risk for the two-armed bandit problem," in Mathematical Learning Models-Theory and Algorithms (Springer-...
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...
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 effica...