Optimal Exploration–Exploitation in a Multi-armed Bandit Problem with Non-stationary Rewards
Published Online:31 Oct 2019https://doi.org/10.1287/stsy.2019.0033
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Volume 9, Issue 4
December 2019
Pages 319-416
Article Information
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- Received:April 26, 2018
- Accepted:March 11, 2019
- Published Online:October 31, 2019
Copyright © 2019, The Author(s)
Cite as
Omar Besbes, Yonatan Gur, Assaf Zeevi (2019) Optimal Exploration–Exploitation in a Multi-armed Bandit Problem with Non-stationary Rewards. Stochastic Systems 9(4):319-337.
https://doi.org/10.1287/stsy.2019.0033
Keywords
