Title :
The multi-armed bandit problem with switching cost
Author :
Agrawal, R. ; Hegde, M. ; Teneketzis, D.
Author_Institution :
University of Michigan, Ann Arbor, MI
Abstract :
We consider multi-armed bandit problems with switching cost, and present asymptotically optimal adaptive allocation schemes. We illustrate an optimal allocation scheme for a large class of distributions which includes members of the exponential family.
Keywords :
Adaptive control; Adaptive signal processing; Communication switching; Communication system control; Cost function; Laboratories; Optimal control; Programmable control; Resource management; Statistics;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272574
