IFAC Proceedings Volumes · 2008 · 25 citations · 9 references
ComputingComputer ScienceAlgorithmsProbability TheoryStochastic ProcessesLarge DeviationsReinforcement LearningStochastic ControlStochastic GamesStochastic OptimizationStochastic ProgrammingBandit AlgorithmsLower Bounds For Randomized AlgorithmsMulti-armed Bandit OptimizationSample Complexity AnalysisStochastic Bandits
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Asymptotically efficient adaptive allocation rules
Tze-Leung Lai, Herbert Robbins · Advances in Applied Mathematics · 1985 · 2.5K citations
The Nonstochastic Multiarmed Bandit Problem
Peter Auer, Nicolò Cesa‐Bianchi, Yoav Freund et al. · SIAM Journal on Computing · 2002 · 2.3K citations