Regret Analysis of Stochastic and Nonstochastic Multi-Armed Bandit Problems

by Sebastian Bubeck and Nicolo Cesa-Bianchi

A multi-armed bandit problem - or, simply, a bandit problem - is a sequential allocation problem defined by a set of actions. At each time step, a unit resource is allocated to an action and some observable payoff is obtained. The goal is to maximize the total payoff obtained in a sequence of allocations. The name bandit refers to the colloquial term for a slot machine (a "one-armed bandit" in American slang). In a casino, a sequential allocation...

• Format: Paperback
• Language: English
• ISBN: 1601986262
• ISBN13: 9781601986269
• Release Date: December 2012
• Publisher: Now Publishers
• Length: 138 Pages
• Weight: 0.45 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"