Exploration-exploitation tradeoff using variance estimates in multi-armed bandits

Exploration-exploitation tradeoff using variance estimates in multi-armed bandits
Jean-Yves Audibert, Rémi Munos, and Csaba Szepesvári, 2009

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BibTeX Entry

@Article{Audibert+MS:2009,
  author =       "Audibert, Jean-Yves and Munos, R{\'e}mi and Szepesv{\'a}ri, Csaba",
  title =        "Exploration-exploitation tradeoff using variance estimates in multi-armed bandits",
  journal =      "Theoretical Computer Science",
  year =         "2009",
  volume =    "410",
  number =    "19",
  pages =     "1876--1902",
  url = "http://www.ualberta.ca/~szepesva/papers/ucbtuned-journal.pdf",
  bib2html_rescat = "Bandits",
}