18 citations · 37 across the 7 of their papers we have counts for
4 papers · 1 filter
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…