The Multiarmed Bandit Problem: Variations on a Theme


Jay Sethuraman Industrial Engineering and Operations Research Columbia University United States of America htt


Monday, 17 August 2009 (All day)


  • A-212 (STCS Seminar Room)
We survey the classical multi-armed bandit problem and discuss several variations such as the problem of stochastic search in a forest and the union branching bandit problem. We will discuss structural results, algorithms for finding optimal policies, and highlight some open questions (parts of the talk are based on joint work with John Tsitsiklis (MIT) and Uri Rothblum (Technion)).