12 citations · 17 across the 5 of their papers we have counts for
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math.ST2019★ 12 cited
Optimal Best Markovian Arm Identification with Fixed Confidence
Vrettos Moulos
We give a complete characterization of the sampling complexity of best Markovian arm identification in one-parameter Markovian bandit models. We derive instance specific nonasympto…
math.PR2019★ 2 cited
Optimal Chernoff and Hoeffding Bounds for Finite State Markov Chains
Vrettos Moulos, Venkat Anantharam
This paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums where is a real-valued function and $(X_k)_{k \in \m…