1 citations · 1 across the 4 of their papers we have counts for
5 papers
Exponential two-armed bandit problem
Alexander Kolnogorov, Denis Grunev
We consider exponential two-armed bandit problem in which incomes are described by exponential distribution densities. We develop Bayesian approach and present recursive equation f…
A new approach to Poissonian two-armed bandit problem
Alexander Kolnogorov
We consider a continuous time two-armed bandit problem in which incomes are described by Poissonian processes. We develop Bayesian approach with arbitrary prior distribution. We pr…
Multi-Armed Bandit Problem and Batch UCB Rule
Alexander Kolnogorov, Sergey Garbar
We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic general…
Two-Armed Bandit Problem, Data Processing, and Parallel Version of the Mirror Descent Algorithm
Alexander Kolnogorov, Alexander Nazin, Dmitry Shiyan
We consider the minimax setup for the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unkno…
Batch Data Processing and Gaussian Two-Armed Bandit
Alexander V. Kolnogorov
We consider the two-armed bandit problem as applied to data processing if there are two alternative processing methods available with different a priori unknown efficiencies. One s…