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REPORTS > AUTHORS > YOAV FREUND:
All reports by Author Yoav Freund:

TR00-068 | 13th July 2000
Peter Auer, Nicolo Cesa-Bianchi, Yoav Freund, Robert E. Schapire

Gambling in a rigged casino: The adversarial multi-armed bandit problem

In the multi-armed bandit problem, a gambler must decide which arm
of K non-identical slot machines to play in a sequence of trials
so as to maximize his reward.
This classical problem has received much attention because of the
simple model it provides of the trade-off between
exploration ... more >>>




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