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Information Technologies and Systems 2013
September 5, 2013 14:30–15:30, Svetlogorsk (Kaliningrad Region, Russia)
 


Randomized strategies of a multi-armed bandit based on mirror descent method

A. V. Nazin

Institute of Control Sciences, Russian Academy of Sciences, Moscow
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MP4 321.1 Mb

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A. V. Nazin


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Abstract: We consider the problem of a multi-armed bandit and present an optimization approach based on mirror descent. Lower and upper bounds for the difference between the mean and the minimal losses are given for a broad class of problems

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