433 citations · 1.1k across the 23 of their papers we have counts for
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math.OC2010★ 4 cited
The Non-Bayesian Restless Multi-Armed Bandit: a Case of Near-Logarithmic Regret
Wenhan Dai, Yi Gai, Bhaskar Krishnamachari +1
In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A pla…
math.OC2010★ 6 cited
Learning in A Changing World: Restless Multi-Armed Bandit with Unknown Dynamics
Haoyang Liu, Keqin Liu, Qing Zhao
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics in which a player chooses M out of N arms to play at each time. The reward state of each arm transi…