# 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...
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 ...
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
(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. ...
A Note on the Bernoulli Two-Armed Bandit Problem 来自 Semantic Scholar 喜欢 0 阅读量: 31 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...
Among the contributions to the two-armed bandit problem the work of W. Vogel deserves special mention. Considering the same set-up we do, he discussed a certain subclass of the class fi' in [4], and obtained asymptotic bounds for the minimax risk for N ~ oo in [5]. Since we shall ...
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...
The two-armed bandit problem is a classical optimization problem where a decision maker sequentially pulls one of two arms attached to a gambling machine, with each pull resulting in a random reward. The reward distributions are unknown, and thus, one must balance between exploiting existing ...
We consider the two-armed bandit problem as applied to data processing provided that there are two alternative processing methods with different a priori unknown efficiencies. One should determine more efficient method and ensure its preferable application. Normal two-armed bandit is a generalization ...