Blar i AURA på forfatter "Berg, Stian"
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Solving dynamic bandit problems and decentralized games using the kalman bayesian learning automaton
Berg, Stian (Master thesis, 2010)Multi-armed bandit problems have been subject to a lot of research in computer science because it captures the fundamental dilemma of exploration versus exploitation in reinforcement learning. The goal of a bandit problem ... -
Solving Non-Stationary Bandit Problems by Random Sampling from Sibling Kalman Filters
Granmo, Ole-Christoffer; Berg, Stian (Lecture Notes in Computer Science ; 6098, Chapter; Peer reviewed, 2010)The multi-armed bandit problem is a classical optimization problem where an agent sequentially pulls one of multiple arms attached to a gambling machine, with each pull resulting in a random reward. The reward distributions ...