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Multi-armed bandit games
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AbstractA sequential optimization model, known as the multi-armed bandit problem, is concerned with optimal allocation of resources between competing activities, in order to generate the most likely benefits, for a given period of time. In this work, following the objective of a multi-armed bandit problem, we consider a mean-field game model to approach to a large number of multi-armed bandit problems, and propose some connections between dynamic games and sequential optimization problems.
Title: Multi-armed bandit games
Description:
AbstractA sequential optimization model, known as the multi-armed bandit problem, is concerned with optimal allocation of resources between competing activities, in order to generate the most likely benefits, for a given period of time.
In this work, following the objective of a multi-armed bandit problem, we consider a mean-field game model to approach to a large number of multi-armed bandit problems, and propose some connections between dynamic games and sequential optimization problems.
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