Search Results for author: Roberto Szechtman

Found 3 papers, 0 papers with code

Filtered Poisson Process Bandit on a Continuum

no code implementations20 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.

Adaptive Policies for Perimeter Surveillance Problems

no code implementations4 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.

Combinatorial Multi-Armed Bandits with Filtered Feedback

no code implementations26 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.

Multi-Armed Bandits

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