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ArticleOriginal scientific text

Title

On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms

Authors 1

Affiliations

  1. Institute of Computer Science, Białystok Technical University, Wiejska 45a, 15-351 Białystok, Poland

Abstract

Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.

Keywords

ENG
selfoptimizing strategies, adaptative control, invariant measure, multiarmed bandit, stochastic control

Bibliography

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Applicationes Mathematicae
1995-1996/23/4
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Pages:
449-473
Main language of publication
English
Received
1995-03-21
Accepted
1995-11-23
Published
1996
Exact and natural sciences