560 citations · 2.1k across the 38 of their papers we have counts for
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cs.LG2012
Censored Exploration and the Dark Pool Problem
Kuzman Ganchev, Michael Kearns, Yuriy Nevmyvaka +1
We introduce and analyze a natural algorithm for multi-venue exploration from censored data, which is motivated by the Dark Pool Problem of modern quantitative finance. We prove th…
cs.LG2012★ 12 cited
Graphical Models for Bandit Problems
Kareem Amin, Michael Kearns, Umar Syed
We introduce a rich class of graphical models for multi-armed bandit problems that permit both the state or context space and the action space to be very large, yet succinctly spec…