A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences

Odalric-Ambrym Maillard, Rémi Munos, Gilles Stoltz. A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences. Journal of Machine Learning Research, 19:497-514, 2011. [doi]

Authors

Odalric-Ambrym Maillard

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Rémi Munos

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Gilles Stoltz

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