Browsing Faculty of Engineering and Science by Subject "Bandit problems, estimator algorithms, general Bayesian pursuit algorithm, Beta distribution, conjugate priors"

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    • Generalized Bayesian pursuit: A novel scheme for multi-armed Bernoulli bandit problems 

      Zhang, Xuan; Oommen, B. John; Granmo, Ole-Christoffer (IFIP Advances in Information and Communication Technology;364, Chapter; Peer reviewed, 2011)
      In the last decades, a myriad of approaches to the multi-armed bandit problem have appeared in several different fields. The current top performing algorithms from the field of Learning Automata reside in the Pursuit family, ...