Combining Multiple Strategies for Multiarmed Bandit Problems and Asymptotic Optimality
This brief paper provides a simple algorithm that selects a strategy at each time in a given set of multiple strategies for stochastic multiarmed bandit problems, thereby playing the arm by the chosen strategy at each time. The algorithm follows the idea of the probabilistic ϵt-switching in the ϵt-g...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2015-01-01
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| Series: | Journal of Control Science and Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/264953 |
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