Multi-Armed Bandits

Qing Zhao is a Joseph C. Ford Professor of Engineering at Cornell University. Prior to that, she was a Professor in the ECE Department at University of California, Davis. She received a Ph.D. in Electrical Engineering from Cornell in 2001. Her research interests include sequential decision theory, stochastic optimization, machine learning, and algorithmic theory with applications in infrastructure, communications, and social-economic networks. She is a Fellow of IEEE, a Distinguished Lecturer of the IEEE Signal Processing Society, a Marie Skłodowska-Curie Fellow of the European Union Research and Innovation program, and a Jubilee Chair Professor of Chalmers University during her 2018-2019 sabbatical leave. She received the 2010 IEEE Signal Processing Magazine Best Paper Award and the 2000 Young Author Best Paper Award from IEEE Signal Processing Society.

• Preface.- Acknowledgments.- Introduction.- Bayesian Bandit Model and Gittins Index.- Variants of the Bayesian Bandit Model.- Frequentist Bandit Model.- Variants of the Frequentist Bandit Model.- Application Examples.- Bibliography.- Author's Biography.