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Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first boo
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A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
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In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed
Multi-armed Bandit Allocation Indices
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In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide o
Bandit Algorithms for Website Optimization
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When looking for ways to improve your website, how do you decide which changes to make? And which changes to keep? This concise book shows you how to use Multia