177 citations · 446 across the 23 of their papers we have counts for
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math.ST2011★ 121 cited
A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences
Odalric-Ambrym Maillard, Rémi Munos, Gilles Stoltz
We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), w…
math.ST2011
Lipschitz Bandits without the Lipschitz Constant
Sébastien Bubeck, Gilles Stoltz, Jia Yuan Yu
We consider the setting of stochastic bandit problems with a continuum of arms. We first point out that the strategies considered so far in the literature only provided theoretical…