Cited by 2,406Statistical Methods in Clinical TrialsAdvanced Bandit Algorithms ResearchSimulation Techniques and Applications

Asymptotically efficient adaptive allocation rules

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Lai, T.L, Robbins, Herbert·1985·Advances in Applied Mathematics

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Crossref · 10.1016/0196-8858(85)90002-8

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  • UCB-based algorithms have been shown to be asymptotically efficient in reducing expected regret.

    “algorithms based on this UCB approach have been shown to be asymptotically efficient in terms of reducing expected regret (Lai and Robbins, 1985; Li et al., 2017; Abbasi-Yadkori et al., 2019).”

    From Hiring as Exploration (2020) · cites this paper as Lai and Robbins, 1985

  • Standard and contextual bandit UCB algorithms asymptotically minimize expected regret.

    “Standard and contextual bandit UCB algorithms have been shown to be optimal in the sense that they asymptotically minimize expected regret (Lai and Robbins, 1985; Abbasi-Yadkori et al., 2019; Li et al., 2017)”

    From Hiring as Exploration (2020) · cites this paper as Lai and Robbins, 1985

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Sorted by citations

Authors
Lai, T. L., & Robbins, H.
Affiliations
Columbia University (US)
Venue
Advances in Applied Mathematics
Publisher
Elsevier BV
Published
1985-03
Volume
6
Issue
1
Pages
4-22
ISSN
0196-8858 (ISSN-L)
OpenAlex
W2009551863
Cited by
2,406
References
0
Citations by year
2026: 60 · 2025: 108 · 2024: 118 · 2023: 122 · 2022: 155 · 2021: 252 · 2020: 322 · 2019: 182 · 2018: 156 · 2017: 101 · 2016: 98 · 2015: 108 · 2014: 112 · 2013: 92 · 2012: 90
FWCI
3.87
Type
journal article
Language
en
Open access
Locations
Advances in Applied Mathematics (publishedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods in Clinical Trials
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Advanced Bandit Algorithms Research
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Simulation Techniques and Applications
Keywords
asymptotic efficiency, sequential decision making, optimal stopping

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