Mirror decent algorithm for a multi-armed bandit governed by a stationary finite state Markov chain

Research output: Contribution to conference › Other

Original language	English
Pages	371 - 375
Number of pages	5
Publication status	Published - 2013
Event	European Control Conference 2013 - Zurich, Switzerland Duration: 17 Jul 2013 → 19 Jul 2013 Conference number: 12th http://www.ecc13.ethz.ch/ https://ieeexplore.ieee.org/xpl/conhome/6657188/proceeding (Proceedings)

Conference	European Control Conference 2013
Abbreviated title	ECC 2013
Country/Territory	Switzerland
City	Zurich
Period	17/07/13 → 19/07/13
Internet address	http://www.ecc13.ethz.ch/ https://ieeexplore.ieee.org/xpl/conhome/6657188/proceeding (Proceedings)

Cite this

@conference{3b43f7be785c4d81b320755ebd42c335,

title = "Mirror decent algorithm for a multi-armed bandit governed by a stationary finite state Markov chain",

author = "Nazin, \{Alexander V\} and John Lygeros and Boris Miller",

year = "2013",

language = "English",

pages = "371 -- 375",

note = "European Control Conference 2013, ECC 2013 ; Conference date: 17-07-2013 Through 19-07-2013",

url = "http://www.ecc13.ethz.ch/, https://ieeexplore.ieee.org/xpl/conhome/6657188/proceeding",

}