Multi-armed bandit with sub-exponential rewards

Jia, Huiwen; Shi, Cong; Shen, Siqian

doi:10.1016/j.orl.2021.08.004

Multi-armed bandit with sub-exponential rewards

Journal Article · 01 September 2021 · Operations Research Letters

DOI:https://doi.org/10.1016/j.orl.2021.08.004· OSTI ID:1852464

; ; Shen, Siqian

Not provided.

Research Organization:: Univ. of Michigan, Ann Arbor, MI (United States)

Sponsoring Organization:: USDOE Office of Science (SC)

DOE Contract Number:: SC0018018

OSTI ID:: 1852464

Journal Information:: Operations Research Letters, Vol. 49, Issue 5; ISSN 0167-6377

Publisher:: Elsevier

Country of Publication:: United States

Language:: English

References (9)

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Bandits With Heavy Tail Bubeck, Sebastien; Cesa-Bianchi, Nicolo; Lugosi, Gabor IEEE Transactions on Information Theory, Vol. 59, Issue 11 https://doi.org/10.1109/TIT.2013.2277869	journal	November 2013
Pricing of reusable resources under ambiguous distributions of demand and service time with emerging applications Doan, Xuan Vinh; Lei, Xiao; Shen, Siqian European Journal of Operational Research, Vol. 282, Issue 1 https://doi.org/10.1016/j.ejor.2019.09.003	journal	April 2020
Some aspects of the sequential design of experiments Robbins, Herbert Bulletin of the American Mathematical Society, Vol. 58, Issue 5 https://doi.org/10.1090/S0002-9904-1952-09620-8	journal	January 1952
Learning to Optimize via Posterior Sampling Russo, Daniel; Van Roy, Benjamin Mathematics of Operations Research, Vol. 39, Issue 4 https://doi.org/10.1287/moor.2014.0650	journal	November 2014
Optimal Dynamic Assortment Planning with Demand Learning Sauré, Denis; Zeevi, Assaf Manufacturing & Service Operations Management, Vol. 15, Issue 3 https://doi.org/10.1287/msom.2013.0429	journal	July 2013
Inventory rebalancing and vehicle routing in bike sharing systems Schuijbroek, J.; Hampshire, R. C.; van Hoeve, W. -J. European Journal of Operational Research, Vol. 257, Issue 3 https://doi.org/10.1016/j.ejor.2016.08.029	journal	March 2017
Online Learning and Online Convex Optimization Shalev-Shwartz, Shai Foundations and Trends® in Machine Learning, Vol. 4, Issue 2 https://doi.org/10.1561/2200000018	journal	January 2011
Introduction to Multi-Armed Bandits Slivkins, Aleksandrs Foundations and Trends® in Machine Learning, Vol. 12, Issue 1-2 https://doi.org/10.1561/2200000068	journal	January 2019

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