6 citations · 9 across the 8 of their papers we have counts for
3 papers · 1 filter
Optimal Data Driven Resource Allocation under Multi-Armed Bandit Observations
Apostolos N. Burnetas, Odysseas Kanavetas, Michael N. Katehakis
This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit a…
Asymptotically Optimal Multi-Armed Bandit Policies under a Cost Constraint
Apostolos N. Burnetas, Odysseas Kanavetas, Michael N. Katehakis
We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activati…
Adaptive Policies for Sequential Sampling under Incomplete Information and a Cost Constraint
Apostolos Burnetas, Odysseas Kanavetas
We consider the problem of sequential sampling from a finite number of independent statistical populations to maximize the expected infinite horizon average outcome per period, und…