Restless Bandits with Many Arms: Beating the Central Limit Theorem.

Xiangyu Zhang Peter I. Frazier

Published in: CoRR (2021)

Keyphrases

central limit theorem
multi armed bandits
multi armed bandit problems
optimal control
probability distribution
stochastic systems
conservation laws
semi markov
bandit problems
heavy traffic
multi agent systems
multi armed bandit
information systems
queueing networks
uncertain demand