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 ...
# 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 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...
Storage can be restricted by allowing only the results of the last r tosses to be recorded: the finite-memory problem—or by considering finite state controllers: the finite-state problem. This paper surveys approaches to the two-armed bandit problem. After introducing the problem and discussing ...
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....
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))...
On optimal prior learning time in the two-armed bandit problem For the two-armed bandit problem considered on a known finite time segment T, a strategy with a priori determined learning time is proposed. Based on the loss balance equation, its exact asymptotic estimate is established, which is...
In this communication we outline, without full proofs, a computation of the value function and optimal policies in adiscounted symmetric Poisson-type two-armed bandit problem (TAB) with both continuous and impulse actions. Our purpose is to present one more physically meaningful example in which an...
Hengartner, W, Kalin, D, Theodorescu, R (1981) On the Bernoulli Two-Armed Bandit Problem. Math. Operationsforschung Statist., Ser. Optimization 12: pp. 307-316Hengartner, W., Kalin, D., Theodorescu, R. (1981) On the Bernoulli Two-Armed Bandit Problem. Math. Operationsforsch. Statist...