A penalized bandit algorithm.
Lamberton, Damien ; Pagès, Gilles
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 341-373 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:233426 
@article{05636508,
     title = {A penalized bandit algorithm.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {341-373},
     zbl = {1206.62139},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636508}
}

Lamberton, Damien; Pagès, Gilles. A penalized bandit algorithm.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 341-373. http://gdmltest.u-ga.fr/item/05636508/