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Stochastic Multi-armed Bandit
Chapter

Stochastic Multi-armed Bandit

Abstract

In this chapter, we present the formulation, theoretical bound, and algorithms for the stochastic MAB problem. Several important variants of stochastic MAB and their algorithms are also discussed including multiplay MAB, MAB with switching costs, and pure exploration MAB.

Authors

Zheng R; Hua C

Book title

Wireless Networks United Kingdom

Pagination

pp. 9-25

Publication Date

January 1, 2016

DOI

10.1007/978-3-319-50502-2_2
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