2 papers
math.OC2019
Heterogeneous Stochastic Interactions for Multiple Agents in a Multi-armed Bandit Problem
Udari Madhushani, Naomi Ehrich Leonard
We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors. Neighbors are defined by a ne…
cs.LG2017
Asymptotic Allocation Rules for a Class of Dynamic Multi-armed Bandit Problems
T. W. U. Madhushani, D. H. S. Maithripala, N. E. Leonard
This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satis…