A PAC algorithm in relative precision for bandit problem with costly sampling
| Year of publication: |
2022
|
|---|---|
| Authors: | Billaud Friess, Marie ; Macherey, Arthur ; Nouy, Anthony ; Prieur, Clémentine |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 96.2022, 2, p. 161-185
|
| Subject: | Bandit algorithm | Concentration inequalities | Monte-Carlo estimates | Probably approximately correct algorithm | Relative precision | Algorithmus | Algorithm | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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