New answers tagged markov-decision-process
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UCB, Thompson sampling etc seems myopic/greedy for bandits?
The (binary) multi-armed bandit actually is a MDP with one state and $K$ actions.
So your suggestion boils down to meta-learning: Find the parameters of one MDP that can solve another. Let's go with ...
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Markov Decision Processes Model
you have in front of you 10 slot machines
you can play with any of them, and each of them have a specific winrate (reward function)
the only state of this MDP is the initial state, the one where you ...
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