no code implementations • 20 Jul 2020 • James A. Grant, Roberto Szechtman
We consider a version of the continuum armed bandit where an action induces a filtered realisation of a non-homogeneous Poisson process.
no code implementations • 4 Oct 2018 • James A. Grant, David S. Leslie, Kevin Glazebrook, Roberto Szechtman, Adam N. Letchford
Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance.
no code implementations • 26 May 2017 • James A. Grant, David S. Leslie, Kevin Glazebrook, Roberto Szechtman
Motivated by problems in search and detection we present a solution to a Combinatorial Multi-Armed Bandit (CMAB) problem with both heavy-tailed reward distributions and a new class of feedback, filtered semibandit feedback.