Kullback–Leibler upper confidence bounds for optimal sequential allocation
Work
Year: 2013
Type: article
Abstract: We consider optimal sequential allocation in the context of the so-called stochastic multi-armed bandit model. We describe a generic index policy, in the sense of Gittins [J. R. Stat. Soc. Ser. B Stat... more
Source: The Annals of Statistics
Institutions Laboratoire Traitement et Communication de l’Information, Institut de Mathématiques de Toulouse, Montanuniversität Leoben
Cites: 43
Cited by: 313
Related to: 10
FWCI: 24.07
Citation percentile (by year/subfield): 99.99
Field: Decision Sciences
Domain: Social Sciences
Open Access status: hybrid