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04/20/2023
Optimal Activation of Halting Multi-Armed Bandit Models
We study new types of dynamic allocation problems the Halting Bandit mod...
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09/28/2019
Accelerating the Computation of UCB and Related Indices for Reinforcement Learning
In this paper we derive an efficient method for computing the indices as...
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09/13/2019
Reinforcement Learning: a Comparison of UCB Versus Alternative Adaptive Policies
In this paper we consider the basic version of Reinforcement Learning (R...
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11/30/2018
Asymptotically Optimal Multi-Armed Bandit Activation Policies under Side Constraints
This paper introduces the first asymptotically optimal strategy for the ...
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10/22/2015
Inventory Control Involving Unknown Demand of Discrete Nonperishable Items - Analysis of a Newsvendor-based Policy
Inventory control with unknown demand distribution is considered, with e...
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10/07/2015
Asymptotically Optimal Sequential Experimentation Under Generalized Ranking
We consider the classical problem of a controller activating (or samplin...
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09/09/2015
Asymptotically Optimal Multi-Armed Bandit Policies under a Cost Constraint
We develop asymptotically optimal policies for the multi armed bandit (M...
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05/12/2015
Asymptotic Behavior of Minimal-Exploration Allocation Policies: Almost Sure, Arbitrarily Slow Growing Regret
The purpose of this paper is to provide further understanding into the s...
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05/08/2015
An Asymptotically Optimal Policy for Uniform Bandits of Unknown Support
Consider the problem of a controller sampling sequentially from a finite...
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04/22/2015