Stochastic Multi-Armed-Bandit Problem with Non-stationary Rewards

Yonatan Gur, Assaf J. Zeevi, Omar Besbes. Stochastic Multi-Armed-Bandit Problem with Non-stationary Rewards. In Zoubin Ghahramani, Max Welling, Corinna Cortes, Neil D. Lawrence, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada. pages 199-207, 2014. [doi]

@inproceedings{GurZB14,
  title = {Stochastic Multi-Armed-Bandit Problem with Non-stationary Rewards},
  author = {Yonatan Gur and Assaf J. Zeevi and Omar Besbes},
  year = {2014},
  url = {http://papers.nips.cc/paper/5378-stochastic-multi-armed-bandit-problem-with-non-stationary-rewards},
  researchr = {https://researchr.org/publication/GurZB14},
  cites = {0},
  citedby = {0},
  pages = {199-207},
  booktitle = {Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, December 8-13 2014, Montreal, Quebec, Canada},
  editor = {Zoubin Ghahramani and Max Welling and Corinna Cortes and Neil D. Lawrence and Kilian Q. Weinberger},
}