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Stochastic Multi-Armed-Bandit Problem with Non-stationary Rewards.
Yonatan Gur
Assaf J. Zeevi
Omar Besbes
Published in:
NIPS (2014)
Keyphrases
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non stationary
fractional brownian motion
markov processes
markov decision processes
random fields
adaptive algorithms
reinforcement learning
white noise
autoregressive
stock price
blind source separation
temporal evolution
empirical mode decomposition
total reward
multi armed bandit