Bandit过程及其应用

本文有两个目的.第一,对Bandit过程这一学科的主要概念及结果作一次系统性的介绍.第二,综述Bandit过程的模型,计算与应用的最新发展.本文刻画了Bandit过程与马氏决策规划的关系.通过考虑理论上或方法论上的局限,实际中或计算上的困难,以及应用中的限制.我们讨论一些重要的争端和公开的问题.

BANDIT PROCESSES ANDAPPLICATIONS

The objective of this article is twofold:(1)to offer a tutorial introduction to some of the key concepts and results in the subject of bandit processes,and(2) to survey some recent developments on the models,computation,and applications of bandit problems.Bandit problems are formulated as a special class of Markov decision processes.Important issues and open problems are discussed based on the consideration of theoretical or methodological limitations,and practical or computational diffculties,and constraints in applications.