Monday, March
31, 2008 4:00 pm 5130 Upson 
Theory Seminar Spring 2008 CS 789 


Alex Slivkins 

MultiArmed Bandits in Metric Spaces 

In a multiarmed bandit problem, an online algorithm
chooses from a set of strategies in a sequence of trials so as to
maximize the total payoff of the chosen strategies. While the
performance of bandit algorithms with a small finite strategy set is
quite well understood, bandit problems with large strategy sets are
still a topic of very active investigation, motivated by practical
applications such as online auctions and web advertisement. The goal of
such research is to identify broad and natural classes of strategy sets
and payoff functions which enable the design of efficient solutions. 