Wesley Cowan

activity

20152023

most citedNormal Bandits of Unknown Means and Variances: Asymptotic Optimality, Finite Horizon Regret Bounds, and a Solution to an Open Problem

8 citations · 8 across the 3 of their papers we have counts for

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stat.ML2023

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…

stat.ML2015★ 8 cited

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 $N \geq 2$ populations, specified by random variables $X_{k}^{i}$ , $i = 1, \dots, N,$ and $k = 1, 2, \dots$ ; wh…