A comparative study of ad hoc techniques and evolutionary methods for multi-armed bandit problems

被引：0
作者：
D. E. Koulouriotis
A. Xanthopoulos
机构：
[1] Democritus University of Thrace,Department of Production and Management Engineering, School of Engineering
来源：
Operational Research | 2008年 / 8卷 / 2期
关键词：
Multi-armed bandits; Exploitation-exploration trade-off; Evolutionary algorithm; Heuristic techniques;
D O I：
10.1007/s12351-008-0007-5
中图分类号：
学科分类号：
摘要：
In this paper we present an evolutionary approach for the finite-horizon, undiscounted multi-armed bandit problem. The evolutionary algorithm that we designed exhibits a number of novel features dictated by its intended application to the bandit problem. We also present five efficient ad hoc techniques for solving the multi-armed bandit problem that exist in the literature. In order to gain insight on the presented algorithms’ behaviour and compare their performance, we carried out a series of simulation experiments. We present the numerical results and then discuss the way in which performance is affected by parameter selection. The paper is concluded with a number of empirical suggestions on how to select a suitable evolutionary algorithm parameter set for a particular bandit task along with some directions for future research.
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收藏
页码：105 / 122
页数：17
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