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Gambling in a rigged casino: The adversarial multi-armed bandit problem

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  • P. Auer
  • N. Cesa-Bianchi
  • Y. Freund
  • R. Schapire

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  • P. Auer & N. Cesa-Bianchi & Y. Freund & R. Schapire, 2010. "Gambling in a rigged casino: The adversarial multi-armed bandit problem," Levine's Working Paper Archive 462, David K. Levine.
    • Handle: RePEc:cla:levarc:462
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    File URL: http://www.dklevine.com/archive/refs4462.pdf
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    References listed on IDEAS

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    1. Dean P. Foster & Rakesh V. Vohra, 1993. "A Randomization Rule for Selecting Forecasts," Operations Research, INFORMS, vol. 41(4), pages 704-709, August.
    2. Nimrod Megiddo, 1979. "On Repeated Games with Incomplete Information Played by Non-Bayesian Players," Discussion Papers 373, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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    Cited by:

    1. Fudenberg, Drew & Levine, David K., 1999. "Conditional Universal Consistency," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 104-130, October.

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