Stochastic Multi-Armed Bandit Task

A Stochastic Multi-Armed Bandit Task is a Multi-Armed Bandit Task that is a ...

• AKA: Stochastic MAB.
• See: Stochastic Task.

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References

2009

• (Audibert et al., 2009) ⇒ Jean-Yves Audibert, Rémi Munos, and Csaba Szepesvári. (2009). “Exploration-exploitation Tradeoff Using Variance Estimates in Multi-armed Bandits.” In: Theoretical Computer Science Journal, 410(19). doi:10.1016/j.tcs.2009.01.016
  • QUOTE: Algorithms based on upper confidence bounds for balancing exploration and exploitation are gaining popularity since they are easy to implement, efficient and effective. This paper considers a variant of the basic algorithm for the stochastic, multi-armed bandit problem that takes into account the empirical variance of the different arms.

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