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Multi-armed bandit problems with heavy-tailed reward distributions.

Keqin LiuQing Zhao
Published in: Allerton (2011)
Keyphrases
  • heavy tailed
  • multi armed bandit problems
  • bandit problems
  • large deviations
  • heavy tails
  • generalized gaussian
  • reinforcement learning
  • von mises
  • prior distribution
  • decision problems
  • pairwise