Nonstationary Bandits with Habituation and Recovery Dynamics.

Yonatan Mintz Anil Aswani Philip M. Kaminsky Elena Flowers Yoshimi Fukuoka

Published in: Oper. Res. (2020)

Keyphrases

non stationary
temporal evolution
random fields
adaptive algorithms
dynamical systems
autoregressive
stock price
blind source separation
empirical mode decomposition
computational complexity
maximum entropy
concept drift
stochastic systems
feature extraction
multi armed bandit
multi armed bandits