A penalized bandit algorithm.
Lamberton, Damien; Pagès, Gilles
Electronic Journal of Probability [electronic only] (2008)
- Volume: 13, page 341-373
- ISSN: 1083-589X
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topLamberton, Damien, and Pagès, Gilles. "A penalized bandit algorithm.." Electronic Journal of Probability [electronic only] 13 (2008): 341-373. <http://eudml.org/doc/233426>.
@article{Lamberton2008,
author = {Lamberton, Damien, Pagès, Gilles},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {two-armed bandit algorithm; penalization; convergence rate; learning automata},
language = {eng},
pages = {341-373},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {A penalized bandit algorithm.},
url = {http://eudml.org/doc/233426},
volume = {13},
year = {2008},
}
TY - JOUR
AU - Lamberton, Damien
AU - Pagès, Gilles
TI - A penalized bandit algorithm.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 341
EP - 373
LA - eng
KW - two-armed bandit algorithm; penalization; convergence rate; learning automata
UR - http://eudml.org/doc/233426
ER -
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