On effectiveness of the Mirror Decent Algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain

Alexander Nazin, Boris Miller. On effectiveness of the Mirror Decent Algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain. In 2013 Australian Control Conference, Fremantle, WA, Australia, November 4-5, 2013. pages 244-250, IEEE, 2013. [doi]

@inproceedings{NazinM13-0,
  title = {On effectiveness of the Mirror Decent Algorithm for a stochastic multi-armed bandit governed by a stationary finite Markov chain},
  author = {Alexander Nazin and Boris Miller},
  year = {2013},
  doi = {10.1109/AUCC.2013.6697280},
  url = {https://doi.org/10.1109/AUCC.2013.6697280},
  researchr = {https://researchr.org/publication/NazinM13-0},
  cites = {0},
  citedby = {0},
  pages = {244-250},
  booktitle = {2013 Australian Control Conference, Fremantle, WA, Australia, November 4-5, 2013},
  publisher = {IEEE},
}