Explore First, Exploit Next: The True Shape of Regret in Bandit Problems
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Abstract
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DOI: 10.1287/moor.2017.0928
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References listed on IDEAS
- Sanjeev R. Kulkarni & Gábor Lugosi, 1997. "Minimax lower bounds for the two-armed bandit problem," Economics Working Papers 206, Department of Economics and Business, Universitat Pompeu Fabra.
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Cited by:
- Apostolos Burnetas, 2022. "Learning and data-driven optimization in queues with strategic customers," Queueing Systems: Theory and Applications, Springer, vol. 100(3), pages 517-519, April.
- Masahiro Kato & Kaito Ariu, 2021. "The Role of Contextual Information in Best Arm Identification," Papers 2106.14077, arXiv.org, revised Feb 2024.
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Keywords
multiarmed bandits; cumulative regret; information-theoretic proof techniques; nonasymptotic lower bounds;All these keywords.
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