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For questions related to the multi-armed bandit (MAB) problem, in which a fixed limited set of resources must be allocated between competing (alternative) choices in a way that maximizes their expected gain, when each choice's properties are only partially known at the time of allocation.

5 votes
1 answer
385 views

It is possible to solve a problem with continuous action spaces and no states with reinforce...

I want to use Reinforcement Learning to optimize the distribution of energy for a peak shaving problem given by a thermodynamical simulation. However, I am not sure how to proceed as the action space …
FS93's user avatar
  • 145
2 votes
1 answer
385 views

Which solutions could I use to solve a multi-armed "multi-bandit" problem?

Problem I have 66 slot machines. For each of them, I have 7 possible actions/arms to choose from. At each trial, I have to choose one of 7 actions for each and every one of the 66 slots. The reward de …
FS93's user avatar
  • 145