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• W2138859735 abstract "An extension of the traditional two-armed bandit problem is considered, in which the decision maker has access to some side information before deciding which arm to pull. At each time t, before making a selection, the decision maker is able to observe a random variable X/sub t/ that provides some information on the rewards to be obtained. The focus is on finding uniformly good rules (that minimize the growth rate of the inferior sampling time) and on quantifying how much the additional information helps. Various settings are considered and for each setting, lower bounds on the achievable inferior sampling time are developed and asymptotically optimal adaptive schemes achieving these lower bounds are constructed." @default.
• W2138859735 created "2016-06-24" @default.
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• W2138859735 date "2005-03-01" @default.
• W2138859735 modified "2023-10-16" @default.
• W2138859735 title "Bandit problems with side observations" @default.
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• W2138859735 doi "https://doi.org/10.1109/tac.2005.844079" @default.
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