Discrete multi-armed bandits and multi-parameter processes |
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| Authors: | Avi Mandelbaum |
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| Affiliation: | (1) Graduate School of Business, Stanford University, 94305 Stanford, CA, USA |
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| Abstract: | Summary The general multi-armed bandit problem is reformulated and solved as a control problem over a partially ordered set. The approach taken provides a technically convenient framework for bandit-like problems. It also adds insight to the structure of strategies over partially ordered sets. |
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