18 citations · 37 across the 7 of their papers we have counts for
7 papers
Optimal Activation of Halting Multi-Armed Bandit Models
Wesley Cowan, Michael N. Katehakis, Sheldon M. Ross
We study new types of dynamic allocation problems the {\sl Halting Bandit} models. As an application, we obtain new proofs for the classic Gittins index decomposition result and re…
Accelerating the Computation of UCB and Related Indices for Reinforcement Learning
Wesley Cowan, Michael N. Katehakis, Daniel Pirutinsky
In this paper we derive an efficient method for computing the indices associated with an asymptotically optimal upper confidence bound algorithm (MDP-UCB) of Burnetas and Katehakis…
Reinforcement Learning: a Comparison of UCB Versus Alternative Adaptive Policies
Wesley Cowan, Michael N. Katehakis, Daniel Pirutinsky
In this paper we consider the basic version of Reinforcement Learning (RL) that involves computing optimal data driven (adaptive) policies for Markovian decision process with unkno…
Asymptotically Optimal Sequential Experimentation Under Generalized Ranking
Wesley Cowan, Michael N. Katehakis
We consider the \mnk{classical} problem of a controller activating (or sampling) sequentially from a finite number of populations, specified by unknown distributions. Ov…
Asymptotic Behavior of Minimal-Exploration Allocation Policies: Almost Sure, Arbitrarily Slow Growing Regret
Wesley Cowan, Michael N. Katehakis
The purpose of this paper is to provide further understanding into the structure of the sequential allocation ("stochastic multi-armed bandit", or MAB) problem by establishing prob…
An Asymptotically Optimal Policy for Uniform Bandits of Unknown Support
Wesley Cowan, Michael N. Katehakis
Consider the problem of a controller sampling sequentially from a finite number of populations, specified by random variables , and $k = 1, 2…
Normal Bandits of Unknown Means and Variances: Asymptotic Optimality, Finite Horizon Regret Bounds, and a Solution to an Open Problem
Wesley Cowan, Junya Honda, Michael N. Katehakis
Consider the problem of sampling sequentially from a finite number of populations, specified by random variables , and ; wh…