DocumentCode
3086376
Title
The multi-armed bandit problem with switching cost
Author
Agrawal, R. ; Hegde, M. ; Teneketzis, D.
Author_Institution
University of Michigan, Ann Arbor, MI
Volume
26
fYear
1987
fDate
9-11 Dec. 1987
Firstpage
1106
Lastpage
1108
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location
Los Angeles, California, USA
Type
conf
DOI
10.1109/CDC.1987.272574
Filename
4049451
Link To Document