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[CCICADA-announce] DIMACS/CCICADA Interdisciplinary Seminar Series - Tuesday, January 28, 2014

Linda Casals lindac at dimacs.rutgers.edu
Mon Jan 27 15:32:42 EST 2014


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DIMACS/CCICADA Interdisciplinary Seminar Series Presents
               
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Title: Solutions to two problems on Bandit Models

Speaker: Michael N. Katehakis, Rutgers University

Date: Tuesday, January 28, 2014 11:00am - 12:00pm

Location: DIMACS Center, CoRE Bldg, Room 431, Rutgers University                 
             Busch Campus, Piscataway, NJ

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Abstract: 

After a brief survey of bandit models we present solutions to two key
open problems. The first deals with the situation in which a decision
to engage a process is subject to a commitment of a, possibly
stochastic, number or duration of activations before a change to a
different process is possible. It is shown that these activation
commitments are equivalent to a more general depreciation model for
which optimal policies can be constructed using propitiously defined
restart in state indices. The second problems deals with the model in
which outcomes from different bandits are normally distributed with
unknown means and unknown variances, for which the regret increase
rate can be minimized by sequential 'upper confidence bounds' based
policies.

DIMACS/CCICADA Interdisciplinary Series 
See: http://dimacs.rutgers.edu/Seminars/interseminars13-14.html




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