Multi-armed bandits: Bayesian vs frequentist (2)

Lorenzo Maggi will present two approaches of multi-armed bandits: Bayesian and frequentist, based on the papers:

1.  Tsitsiklis, J. N. (1994). A short proof of the Gittins index theorem. The Annals of Applied Probability, 194-199.
2. J. C. Gittins, Bandit Processes and Dynamic Allocation Indices, Journal of the Royal Statistical Society (1979)

Link to the slides: MAB – Bayesian_vs_Frequentist