On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain

Alexander V Nazin; Boris Miller

doi:10.1109/AUCC.2013.6697280

On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain

Alexander V Nazin, Boris Miller

School of Mathematics

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

Original language	English
Title of host publication	2013 3rd Australian Control Conference
Editors	Wanquan Liu
Place of Publication	Piscataway NJ USA
Publisher	IEEE, Institute of Electrical and Electronics Engineers
Pages	244 - 250
Number of pages	7
ISBN (Print)	9781479924974
DOIs	https://doi.org/10.1109/AUCC.2013.6697280
Publication status	Published - 2013
Event	Australian Control Conference 2013 - Perth, Australia Duration: 4 Nov 2013 → 5 Nov 2013 Conference number: 3rd https://www.aucc.org.au/AUCC2013/Home.html

Conference

Conference	Australian Control Conference 2013
Abbreviated title	AUCC 2013
Country/Territory	Australia
City	Perth
Period	4/11/13 → 5/11/13
Internet address	https://www.aucc.org.au/AUCC2013/Home.html

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10.1109/AUCC.2013.6697280

Cite this

@inproceedings{cdfbcd482ac247b3960c079ece4ff6cd,

title = "On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain",

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

year = "2013",

doi = "10.1109/AUCC.2013.6697280",

language = "English",

isbn = "9781479924974",

pages = "244 -- 250",

editor = "Wanquan Liu",

booktitle = "2013 3rd Australian Control Conference",

publisher = "IEEE, Institute of Electrical and Electronics Engineers",

address = "United States of America",

note = "Australian Control Conference 2013, AUCC 2013 ; Conference date: 04-11-2013 Through 05-11-2013",

url = "https://www.aucc.org.au/AUCC2013/Home.html",

}

Nazin, AV & Miller, B 2013, On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain. in W Liu (ed.), 2013 3rd Australian Control Conference. IEEE, Institute of Electrical and Electronics Engineers, Piscataway NJ USA, pp. 244 - 250, Australian Control Conference 2013, Perth, Western Australia, Australia, 4/11/13. https://doi.org/10.1109/AUCC.2013.6697280

On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain. / Nazin, Alexander V; Miller, Boris.
2013 3rd Australian Control Conference. ed. / Wanquan Liu. Piscataway NJ USA: IEEE, Institute of Electrical and Electronics Engineers, 2013. p. 244 - 250.

Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review

TY - GEN

T1 - On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain

AU - Nazin, Alexander V

AU - Miller, Boris

N1 - Conference code: 3rd

PY - 2013

Y1 - 2013

UR - https://www.scopus.com/pages/publications/84893286308

U2 - 10.1109/AUCC.2013.6697280

DO - 10.1109/AUCC.2013.6697280

M3 - Conference Paper

SN - 9781479924974

SP - 244

EP - 250

BT - 2013 3rd Australian Control Conference

A2 - Liu, Wanquan

PB - IEEE, Institute of Electrical and Electronics Engineers

CY - Piscataway NJ USA

T2 - Australian Control Conference 2013

Y2 - 4 November 2013 through 5 November 2013

ER -

On effectiveness of the mirror decent algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain

Conference

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