lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits

A sequential multiple-decision procedure for selecting the best one of several normal populations with a common unknown variance, and its use with various experimental designs

Robert E Bechhofer · 1958

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A sequential procedure for selecting the population with the largest mean from k k normal populations

Edward Paulson · 1964

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Asymptotic behavior of expected sample size in certain one sided tests

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Iterated logarithm inequalities

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Pac bounds for multi-armed bandit and markov decision processes

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Jean-Yves Audibert, Sébastien Bubeck, and Rémi Munos · 2010

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Best arm identification: A unified approach to fixed budget and fixed confidence

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Pac subset selection in stochastic multi-armed bandits

Shivaram Kalyanakrishnan, Ambuj Tewari, Peter Auer, and Peter Stone · 2012

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On finding the largest mean among many

Original

Kevin Jamieson, Matthew Malloy, Robert Nowak, and Sebastien Bubeck · 2013

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Almost optimal exploration in multi-armed bandits

Zohar Karnin, Tomer Koren, and Oren Somekh · 2013

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