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stat.ML2023
Optimal Best Arm Identification with Fixed Confidence in Restless Bandits
P. N. Karthik, Vincent Y. F. Tan, Arpan Mukherjee +1
We study best arm identification in a restless multi-armed bandit setting with finitely many arms. The discrete-time data generated by each arm forms a homogeneous Markov chain tak…
stat.ML2022
Best Arm Identification in Restless Markov Multi-Armed Bandits
P. N. Karthik, Kota Srinivas Reddy, Vincent Y. F. Tan
We study the problem of identifying the best arm in a multi-armed bandit environment when each arm is a time-homogeneous and ergodic discrete-time Markov process on a common, finit…