Geodesic
Decision-making model under presence of experts as a modified multi-armed bandit problem
Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 9 (2017) no. 4, pp. 69-87

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The modified multi-armed bandit problem is formulated in the paper which allows the player to use so-called expert hints in the decision making process. As a player in this problem is meant some automated system that uses a certain strategy (algorithm) for making a decision under conditions of uncertainty. The approach is developed for the case of $m$ experts. A modification of the well-known UCB1 algorithm is proposed to solve the multi-armed bandit problem. The results of a numerical experiment are given in order to show influence of expert hints on the player's payoff.
Keywords: multi-armed bandit problem, decision making, optimization methods, machine learning algorithms. 
@article{MGTA_2017_9_4_a4,
     author = {Dmitriy S. Smirnov and Ekaterina V. Gromova},
     title = {Decision-making model under presence of experts as a modified multi-armed bandit problem},
     journal = {Matemati\v{c}eska\^a teori\^a igr i e\"e prilo\v{z}eni\^a},
     pages = {69--87},
     publisher = {mathdoc},
     volume = {9},
     number = {4},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MGTA_2017_9_4_a4/}
}
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Dmitriy S. Smirnov; Ekaterina V. Gromova. Decision-making model under presence of experts as a modified multi-armed bandit problem. Matematičeskaâ teoriâ igr i eë priloženiâ, Tome 9 (2017) no. 4, pp. 69-87. http://geodesic.mathdoc.fr/item/MGTA_2017_9_4_a4/