Instruct: Given the title of a paper, retrieve paper titles that are cited by the given paper.
Query: Portfolio choices with orthogonal bandit learning
Finite-time Analysis of the Multiarmed Bandit Problem
Bayesian modeling of human sequential decision-making on the multi-armed bandit problem
Robust portfolios: contributions from operations research and finance
Approximation algorithms for restless bandit problems
A Multi-Armed Bandit Approach for Online Expert Selection in Markov Decision Processes
Stochastic Dual Coordinate Descent with Bandit Sampling.
Multi-armed bandits in metric spaces
A Neural Networks Committee for the Contextual Bandit Problem
Global Multi-armed Bandits with Holder Continuity
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
Stochastic Contextual Bandits with Known Reward Functions
Tight Regret Bounds for Stochastic Combinatorial Semi-Bandits
A Smoothed Analysis of the Greedy Algorithm for the Linear Contextual Bandit Problem
Regret Lower Bound and Optimal Algorithm in Dueling Bandit Problem
Combinatorial Network Optimization With Unknown Variables: Multi-Armed Bandits With Linear Rewards and Individual Observations
Robust Median Reversion Strategy for Online Portfolio Selection
Learning diverse rankings with multi-armed bandits
Exponential Regret Bounds for Gaussian Process Bandits with Deterministic Observations
Provable Optimal Algorithms for Generalized Linear Contextual Bandits
Variational inference for the multi-armed contextual bandit
Obtaining calibrated probability estimates from decision trees and naive Bayesian classifiers
View-interpolation of sparsely sampled sinogram using convolutional neural network
Real Time Foreground-Background Segmentation Using a Modified Codebook Model
Gated Feedback Refinement Network for Dense Image Labeling
A Function Fitting Method