Regret bounds for sleeping experts and bandits

Finite-time Analysis of the Multiarmed Bandit Problem

Peter Auer, Nicolò Cesa‐Bianchi, Paul Fischer · Machine Learning · 2002 · 5.8K citations · Full text

Natural Sciences, Mathematics, Markov Decision Processes +13

Probability Inequalities for Sums of Bounded Random Variables

Wassily Hoeffding · Journal of the American Statistical Association · 1963 · 4.8K citations

Natural Sciences, Mathematics, Probability Theory +12

Asymptotically efficient adaptive allocation rules

Tze-Leung Lai, Herbert Robbins · Advances in Applied Mathematics · 1985 · 2.5K citations

Computing, Computer Science, Algorithms +9

The Nonstochastic Multiarmed Bandit Problem

Peter Auer, Nicolò Cesa‐Bianchi, Yoav Freund et al. · SIAM Journal on Computing · 2002 · 2.3K citations

Business, Decision Sciences, Economics +12

Some aspects of the sequential design of experiments

Herbert Robbins · Bulletin of the American Mathematical Society · 1952 · 2.2K citations · Full text

Natural Sciences, Mathematics, Experimental Design +12