Matches in SemOpenAlex for { <https://semopenalex.org/work/W4385244564> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W4385244564 abstract "A sampling-based method is introduced to approximate the Gittins index for a general family of alternative bandit processes. The approximation consists of a truncation of the optimization horizon and support for the immediate rewards, an optimal stopping value approximation, and a stochastic approximation procedure. Finite-time error bounds are given for the three approximations, leading to a procedure to construct a confidence interval for the Gittins index using a finite number of Monte Carlo samples, as well as an epsilon-optimal policy for the Bayesian multi-armed bandit. Proofs are given for almost sure convergence and convergence in distribution for the sampling based Gittins index approximation. In a numerical study, the approximation quality of the proposed method is verified for the Bernoulli bandit and Gaussian bandit with known variance, and the method is shown to significantly outperform Thompson sampling and the Bayesian Upper Confidence Bound algorithms for a novel random effects multi-armed bandit." @default.
- W4385244564 created "2023-07-26" @default.
- W4385244564 creator A5003007663 @default.
- W4385244564 creator A5003550171 @default.
- W4385244564 creator A5067584927 @default.
- W4385244564 date "2023-07-21" @default.
- W4385244564 modified "2023-10-17" @default.
- W4385244564 title "A Sampling-Based Method for Gittins Index Approximation" @default.
- W4385244564 doi "https://doi.org/10.48550/arxiv.2307.11713" @default.
- W4385244564 hasPublicationYear "2023" @default.
- W4385244564 type Work @default.
- W4385244564 citedByCount "0" @default.
- W4385244564 crossrefType "posted-content" @default.
- W4385244564 hasAuthorship W4385244564A5003007663 @default.
- W4385244564 hasAuthorship W4385244564A5003550171 @default.
- W4385244564 hasAuthorship W4385244564A5067584927 @default.
- W4385244564 hasBestOaLocation W43852445641 @default.
- W4385244564 hasConcept C104942944 @default.
- W4385244564 hasConcept C105795698 @default.
- W4385244564 hasConcept C106131492 @default.
- W4385244564 hasConcept C106195933 @default.
- W4385244564 hasConcept C107673813 @default.
- W4385244564 hasConcept C121332964 @default.
- W4385244564 hasConcept C122383733 @default.
- W4385244564 hasConcept C123197309 @default.
- W4385244564 hasConcept C126255220 @default.
- W4385244564 hasConcept C127413603 @default.
- W4385244564 hasConcept C140779682 @default.
- W4385244564 hasConcept C146978453 @default.
- W4385244564 hasConcept C152361515 @default.
- W4385244564 hasConcept C162324750 @default.
- W4385244564 hasConcept C163716315 @default.
- W4385244564 hasConcept C19499675 @default.
- W4385244564 hasConcept C26517878 @default.
- W4385244564 hasConcept C2777303404 @default.
- W4385244564 hasConcept C28826006 @default.
- W4385244564 hasConcept C31972630 @default.
- W4385244564 hasConcept C33923547 @default.
- W4385244564 hasConcept C38652104 @default.
- W4385244564 hasConcept C41008148 @default.
- W4385244564 hasConcept C50522688 @default.
- W4385244564 hasConcept C50817715 @default.
- W4385244564 hasConcept C52740198 @default.
- W4385244564 hasConcept C55479107 @default.
- W4385244564 hasConcept C62520636 @default.
- W4385244564 hasConcept C73602740 @default.
- W4385244564 hasConceptScore W4385244564C104942944 @default.
- W4385244564 hasConceptScore W4385244564C105795698 @default.
- W4385244564 hasConceptScore W4385244564C106131492 @default.
- W4385244564 hasConceptScore W4385244564C106195933 @default.
- W4385244564 hasConceptScore W4385244564C107673813 @default.
- W4385244564 hasConceptScore W4385244564C121332964 @default.
- W4385244564 hasConceptScore W4385244564C122383733 @default.
- W4385244564 hasConceptScore W4385244564C123197309 @default.
- W4385244564 hasConceptScore W4385244564C126255220 @default.
- W4385244564 hasConceptScore W4385244564C127413603 @default.
- W4385244564 hasConceptScore W4385244564C140779682 @default.
- W4385244564 hasConceptScore W4385244564C146978453 @default.
- W4385244564 hasConceptScore W4385244564C152361515 @default.
- W4385244564 hasConceptScore W4385244564C162324750 @default.
- W4385244564 hasConceptScore W4385244564C163716315 @default.
- W4385244564 hasConceptScore W4385244564C19499675 @default.
- W4385244564 hasConceptScore W4385244564C26517878 @default.
- W4385244564 hasConceptScore W4385244564C2777303404 @default.
- W4385244564 hasConceptScore W4385244564C28826006 @default.
- W4385244564 hasConceptScore W4385244564C31972630 @default.
- W4385244564 hasConceptScore W4385244564C33923547 @default.
- W4385244564 hasConceptScore W4385244564C38652104 @default.
- W4385244564 hasConceptScore W4385244564C41008148 @default.
- W4385244564 hasConceptScore W4385244564C50522688 @default.
- W4385244564 hasConceptScore W4385244564C50817715 @default.
- W4385244564 hasConceptScore W4385244564C52740198 @default.
- W4385244564 hasConceptScore W4385244564C55479107 @default.
- W4385244564 hasConceptScore W4385244564C62520636 @default.
- W4385244564 hasConceptScore W4385244564C73602740 @default.
- W4385244564 hasLocation W43852445641 @default.
- W4385244564 hasOpenAccess W4385244564 @default.
- W4385244564 hasPrimaryLocation W43852445641 @default.
- W4385244564 hasRelatedWork W1841985350 @default.
- W4385244564 hasRelatedWork W1990789772 @default.
- W4385244564 hasRelatedWork W2006961398 @default.
- W4385244564 hasRelatedWork W2025883191 @default.
- W4385244564 hasRelatedWork W2044869171 @default.
- W4385244564 hasRelatedWork W2050606151 @default.
- W4385244564 hasRelatedWork W2362793004 @default.
- W4385244564 hasRelatedWork W3118869147 @default.
- W4385244564 hasRelatedWork W4232148501 @default.
- W4385244564 hasRelatedWork W280651834 @default.
- W4385244564 isParatext "false" @default.
- W4385244564 isRetracted "false" @default.
- W4385244564 workType "article" @default.