Comments on “Finite-Time Analysis of the Multiarmed Bandit Problem”

2019 ◽  
Author(s):  
Lu-Ning Zhang ◽  
Xin Zuo ◽  
Jian-Wei Liu ◽  
Wei-Min Li ◽  
Nobuyasu Ito
Keyword(s):  
Finite Time ◽  
Bandit Problem ◽  
Time Analysis ◽  
Multiarmed Bandit

Scheduling Jobs That Are Subject to Deterministic Due Dates and Have Deteriorating Expected Rewards

1997 ◽  
Vol 11 (1) ◽  
pp. 65-78 ◽  
Author(s):  
Takashi Ishikida ◽  
Yat-wah Wan
Keyword(s):  
Single Server ◽  
Due Dates ◽  
Bandit Problem ◽  
Scheduling Policy ◽  
Total Reward ◽  
Multiarmed Bandit

A single server processes jobs that can yield rewards but expire on predetermined dates. Expected immediate rewards from each job are deteriorating. The instance is formulated as a multiarmed bandit problem, and an index-based scheduling policy is shown to maximize the expected total reward.

scholarly journals Index policies for discounted bandit problems with availability constraints

2008 ◽  
Vol 40 (02) ◽  
pp. 377-400 ◽  
Author(s):  
Savas Dayanik ◽  
Warren Powell ◽  
Kazutoshi Yamazaki
Keyword(s):  
Bandit Problem ◽  
Bandit Problems ◽  
Index Policy ◽  
State Action ◽  
Index Policies ◽  
Availability Constraints ◽  
Whittle Index ◽  
Multiarmed Bandit

A multiarmed bandit problem is studied when the arms are not always available. The arms are first assumed to be intermittently available with some state/action-dependent probabilities. It is proven that no index policy can attain the maximum expected total discounted reward in every instance of that problem. The Whittle index policy is derived, and its properties are studied. Then it is assumed that the arms may break down, but repair is an option at some cost, and the new Whittle index policy is derived. Both problems are indexable. The proposed index policies cannot be dominated by any other index policy over all multiarmed bandit problems considered here. Whittle indices are evaluated for Bernoulli arms with unknown success probabilities.

scholarly journals Distributed Detection: Finite-Time Analysis and Impact of Network Topology

2016 ◽  
Vol 61 (11) ◽  
pp. 3256-3268 ◽  
Author(s):  
Shahin Shahrampour ◽  
Alexander Rakhlin ◽  
Ali Jadbabaie
Keyword(s):  
Network Topology ◽  
Finite Time ◽  
Distributed Detection ◽  
Time Analysis
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