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Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce.
Some aspects of the sequential design of experiments
Herbert Robbins · 1952
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Individual Choice Behavior: A Theoretical Analysis
R. D. Luce · 1959
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A dynamic allocation index for the discounted multiarmed bandit problem
J. C. GITTINS and D. M. JONES · 1979
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Biometry: The Principles and Practice of Statistics in Biological Research
R.R. Sokal and F.J. Rohlf · 1981
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Bandit problems
D. Berry and B. Fristedt · 1985
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Asymptotically efficient adaptive allocation rules
T.L. Lai and H. Robbins · 1985
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A class of rapidly converging algorithms for learning automata
V. Thathachar and P. S.Sastry · 1985
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Multi-armed bandit allocation indices
J Gittins · 1989
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Finite time analysis of the pursuit algorithm for learning automata
R. Rajaraman and P.S. Sastry · 1996
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Play the winner for phase ii/iii clinical trials
Q. Yao and L. J. Wei · 1996
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Finite-time regret bounds for the multiarmed bandit problem
Nicolo Cesa-Bianchi and Paul Fischer · 1998
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Reinfocement Learning: An Introduction
Richard S. Sutton and Andrew G. Barto · 1998
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Simulation of clinical trials
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A multi-center randomized trial of buprenorphine–naloxone versus clonidine for opioid, detoxification: findings from the national institute on drug abuse clinical trials network
Walter Link · 2005
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Multi-armed bandit algorithms and empirical evaluation
Joannes Vermorel and Mehryar Mohri · 2005
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Contingency tables involving small numbers and the chi-squared test
Frank Yates · 2005
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Bandit based monte-carlo planning
L. Kocsis and Csaba Szepesvari · 2006
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Adaptive design methods in clinical trials - a review
Shein-Chung Chow and Mark Chang · 2008
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Exploration-exploitation trade-off using variance estimates in multi-armed bandits
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Peter Auer, Nicolo Cesa-Bianchi, and Paul Fischer · 2002
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Jean-Yves Audibert, Remi Munos, and Csaba Szepesvari · 2009
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The future of drug development: advancing clinical trial design
John Orloff, Frank Douglas, Jose Pinheiro, Susan Levinson, Michael Branson, Pravin Chaturvedi, Ene Ette, Paul Gallo, Gigi Hirsch, Cyrus Mehta, Nitin Patel, Sameer Sabir, Stacy Springs, Donald Stanski, Matthias R. Evers, Edd Fleming, Navjot Singh, Tony Tramontin, and Howard Golub · 2009
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