Concepedia

Book announcement: Introduction to Multi-Armed Bandits

Aleksandrs Slivkins

ACM SIGecom Exchanges · 2020 · 13 citations · 4 references

Concepts

Social SciencesEconomicsOperations ManagementFinancial EconomicsMicroeconomicsOperations ResearchAsset AllocationExploration-exploitation TradeoffNoncooperative Game TheoryResource AllocationAccessible Textbook DesignBandit AlgorithmsBandit PricingGame-theoretic AllocationMulti-armed Bandit OptimizationOperations Research ModelsResearch OperationsStochastic Bandits

Abstract

"Introduction to multi-armed bandits" is a broad and accessible textbook which emphasizes connections to economics and operations research.

References

4

Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems

Sébastien Bubeck · Foundations and Trends® in Machine Learning · 2012 · 1.2K citations

Business, Decision Sciences, Decision Theory +14

Multi-Armed Bandit Allocation Indices.

J. A. Bather, John Gittins · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1990 · 1.1K citations

Natural Sciences, Industrial Engineering, Optimization +3

Bandit Problems, Sequential Allocation of Experiments.

Peter W. Jones, D. A. Berry, B. Fristedt · Journal of the Operational Research Society · 1987 · 590 citations · Full text

Business, Decision Sciences, Economics +11

A Tutorial on Thompson Sampling

Daniel Russo, Benjamin Van Roy, Abbas Kazerouni et al. · Foundations and Trends® in Machine Learning · 2018 · 519 citations

Natural Sciences, Computer Science, Algorithms +9