Tata Institute of Fundamental Research
The Multiarmed Bandit Problem: Variations on a Theme
Colloquium
Speaker:
Jay Sethuraman
Industrial Engineering and Operations Research
Columbia University
United States of America
htt
Date:
Monday, 17 Aug 2009 (all day)
Venue:
A-212 (STCS Seminar Room)
(Scan to add to calendar)
Abstract:
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)).
| Speaker: | Jay Sethuraman Industrial Engineering and Operations Research Columbia University United States of America htt |
| Date: | Monday, 17 Aug 2009 (all day) |
| Venue: | A-212 (STCS Seminar Room) |
(Scan to add to calendar)
Abstract:
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)).