Kiefer Wolfowitz Algorithm is Asymptotically Optimal for a Class of Non-Stationary Bandit Problems.

Rahul Singh Taposh Banerjee

Published in: CoRR (2017)

Keyphrases

non stationary
asymptotically optimal
computational complexity
learning algorithm
np hard
detection algorithm
worst case
state space
simulated annealing
scheduling problem
change point detection