2 papers
math.PR2020
Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities
Jose H. Blanchet, Martin I. Reiman, Viragh Shah +2
We consider a matching market where buyers and sellers arrive according to independent Poisson processes at the same rate and independently abandon the market if not matched after…
cs.LG2019
Best Arm Identification in Generalized Linear Bandits
Abbas Kazerouni, Lawrence M. Wein
Motivated by drug design, we consider the best-arm identification problem in generalized linear bandits. More specifically, we assume each arm has a vector of covariates, there is…