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Currently displaying 1 – 2 of 2

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On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms

Ewa Drabik — 1996

Applicationes Mathematicae

Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.

On adaptive control of Markov chains using nonparametric estimation

Ewa Drabik; Łukasz Stettner — 2000

Applicationes Mathematicae

Two adaptive procedures for controlled Markov chains which are based on a nonparametric window estimation are shown.

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