2 papers
math.OC2020
An Index-based Deterministic Asymptotically Optimal Algorithm for Constrained Multi-armed Bandit Problems
Hyeong Soo Chang
For the model of constrained multi-armed bandit, we show that by construction there exists an index-based deterministic asymptotically optimal algorithm. The optimality is achieved…
math.OC2018
An Asymptotically Optimal Strategy for Constrained Multi-armed Bandit Problems
Hyeong Soo Chang
For the stochastic multi-armed bandit (MAB) problem from a constrained model that generalizes the classical one, we show that an asymptotic optimality is achievable by a simple str…