Machine Learning · 2002 · 5.8K citations · 12 references
Natural SciencesMathematicsMarkov Decision ProcessesProbability TheoryStochastic ProcessesDynamic ProgrammingInfinite-horizon Markov Decision ProcessesOptimal ControlPartially Observable Markov Decision ProcessesReinforcement LearningStochastic GamesBandit AlgorithmsFinite TimeFinite-horizon Decision MakingMulti-armed Bandit OptimizationStochastic Bandits
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Reinforcement Learning: An Introduction
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Reinforcement Learning: An Introduction
IEEE Transactions on Neural Networks · 2005 · 25.8K citations
Asymptotically efficient adaptive allocation rules
Tze-Leung Lai, Herbert Robbins · Advances in Applied Mathematics · 1985 · 2.5K citations
Convergence of Stochastic Processes.
Peter M. Robinson, David Pollard · Economica · 1985 · 2.3K citations