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We consider an application of multi-armed bandits to internet advertising (specifically, to dynamic ad allocation in the pay-per-click model, with uncertainty on the click probabilities).
On the likelihood that one unknown probability exceeds another in view of the evidence of two samples
W. R. Thompson · 1933
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Asymptotically efficient Adaptive Allocation Rules
T. L. Lai and H. Robbins · 1985
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The nonstochastic multiarmed bandit problem
P. Auer, N. Cesa-Bianchi, Y. Freund, and R. E. Schapire · 1995
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Finite-time analysis of the multiarmed bandit problem
P. Auer, N. Cesa-Bianchi, and P. Fischer · 1998
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Generalized Bandit Problems
R. K. Sundaram · 2003
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Prediction, learning, and games
N. Cesa-Bianchi and G. Lugosi · 2006
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Algorithmic Game Theory
N. Nisan, T. Roughgarden, E. Tardos, and V. V. (eds.) · 2007
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Bandits for Taxonomies: A Model-based Approach
S. Pandey, D. Agarwal, D. Chakrabarti, and V. Josifovski · 2007
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Regret bounds for sleeping experts and bandits
R. Kleinberg, A. Niculescu-Mizil, and Y. Sharma · 2008
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Learning diverse rankings with multi-armed bandits
F. Radlinski, R. Kleinberg, and T. Joachims · 2008
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Algorithms for Infinitely Many-Armed Bandits
Y. Wang, J.-Y. Audibert, and R. Munos · 2008
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Characterizing truthful multi-armed bandit mechanisms
M. Babaioff, Y. Sharma, and A. Slivkins · 2009
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Dynamic pricing without knowing the demand function: Risk bounds and near-optimal algorithms
O. Besbes and A. Zeevi · 2009
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The price of truthfulness for pay-per-click auctions
N. Devanur and S. M. Kakade · 2009
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Multi-armed bandits with metric switching costs
S. Guha and K. Munagala · 2009
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Truthful mechanisms with implicit payment computation
M. Babaioff, R. Kleinberg, and A. Slivkins · 2010
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Dynamic auctions: A survey
D. Bergemann and M. Said · 2011
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Multi-Armed Bandit Allocation Indices
J. Gittins, K. Glazebrook, and R. Weber · 2011
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Approximation algorithms for correlated knapsacks and non-martingale bandits
A. Gupta, R. Krishnaswamy, M. Molinaro, and R. Ravi · 2011
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Contextual Bandits with Similarity Information
A. Slivkins · 2011
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Dynamic pricing with limited supply
M. Babaioff, S. Dughmi, R. Kleinberg, and A. Slivkins · 2012
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Learning on a budget: posted price mechanisms for online procurement
A. Badanidiyuru, R. Kleinberg, and Y. Singer · 2012
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Open Loop Optimistic Planning
S. Bubeck and R. Munos · 2010
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Learning optimally diverse rankings over large document collections
A. Slivkins, F. Radlinski, and S. Gollapudi · 2010
Cited alongside, same era.
ϵ \epsilon -first policies for budget-limited multi-armed bandits
L. Tran-Thanh, A. Chapman, E. M. de Cote, A. Rogers, and N. R. Jennings · 2010
Cited alongside, same era.
Improved algorithms for linear stochastic bandits
Y. Abbasi-Yadkori, D. Pál, and C. Szepesvári · 2011
Cited alongside, same era.
Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
S. Bubeck and N. Cesa-Bianchi · 2012
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A Truthful Learning Mechanism for Contextual Multi-Slot Sponsored Search Auctions with Externalities
N. Gatti, A. Lazaric, and F. Trovo · 2012
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Knapsack based optimal policies for budget-limited multi-armed bandits
L. Tran-Thanh, A. Chapman, A. Rogers, and N. R. Jennings · 2012
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Bandits with knapsacks
A. Badanidiyuru, R. Kleinberg, and A. Slivkins · 2013
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