Structured Stochastic Bandits

In this thesis we address the multi-armed bandit (MAB) problem with stochastic rewards and correlated arms. Particularly, we investigate the case when the expected rewards are a Lipschitz function of the arm, and the learning to rank problem, as viewed from a MAB perspective. For the former, we deri...

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Bibliographic Details
Main Author: Magureanu, Stefan
Format: Others
Language:English
Published: KTH, Reglerteknik 2016
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-182816
http://nbn-resolving.de/urn:isbn:978-91-7595-880-4