Competing in the dark: An efficient algorithm for bandit linear optimization, Servedio and Zhang, pp.263-274, 2008. ,
Finite-time analysis of the multiarmed bandit problem, M. Lear, 2002. ,
Improved Rates for the Stochastic Continuum-Armed Bandit Problem, 20th COLT, 2007. ,
DOI : 10.1007/978-3-540-72927-3_33
A problem in the sequential design of experiments Sankhy¯ a: The Indian Journal of, Statistics, vol.16, issue.3, pp.221-229, 1933. ,
Bandit problems, 1985. ,
DOI : 10.1007/978-94-015-3711-7
Online optimization in X-armed bandits, NIPS, vol.21, 2008. ,
URL : https://hal.archives-ouvertes.fr/inria-00329797
Pure Exploration in Multi-armed Bandits Problems, Proc. of the 20th International Conference on Algorithmic Learning Theory, 2009. ,
DOI : 10.1090/S0002-9904-1952-09620-8
Combinatorial Methods in Density Estimation, 2001. ,
DOI : 10.1007/978-1-4613-0125-7
The sizes of compact subsets of hilbert space and continuity of gaussian processes, Journal of Functional Analysis, 1967. ,
Towards gp-based optimization with finite time horizon, 2009. ,
DOI : 10.1007/978-3-7908-2410-0_12
URL : https://hal.archives-ouvertes.fr/hal-00424309
A Multipoints Criterion for Deterministic Parallel Global Optimization based on Gaussian Processes, 2008. ,
URL : https://hal.archives-ouvertes.fr/hal-00260579
A dynamic allocation index for the discounted multiarmed bandit problem, Biometrika, vol.66, issue.3, pp.561-565, 1979. ,
DOI : 10.1093/biomet/66.3.561
A taxonomy of global optimization methods based on response surfaces, J. of Global Opt, 2001. ,
Efficient global optimization of expensive black-box functions, Journal of Global Optimization, 1998. ,
Nearly tight bounds for the continuumarmed bandit problem, NIPS, 2004. ,
Multi-armed bandit problems in metric spaces, Proceedings of the 40th ACM Symposium on Theory of Computing, 2008. ,
Regret bounds for sleeping experts and bandits, Servedio and Zhang, pp.425-436, 2008. ,
DOI : 10.1007/s10994-010-5178-7
A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise, Journal of Basic Engineering, vol.86, issue.1, 1964. ,
DOI : 10.1115/1.3653121
Concentration inequalities and model selection: Ecole d'´ eté de Probabilités de Saint-Flour XXXIII -2003, Lecture Notes in Mathematics, 2003. ,
Gaussian processes for global optimization, LION3, 2009. ,
A user's guide to measure theoretic probability, 2002. ,
DOI : 10.1017/CBO9780511811555
Gaussian Processes in Machine Learning, 2006. ,
DOI : 10.1162/089976602317250933
Some aspects of the sequential design of experiments, Bulletin of the American Mathematical Society, vol.58, issue.5, pp.527-535, 1952. ,
DOI : 10.1090/S0002-9904-1952-09620-8
Applied Probability Models with Optimization Applications, 1970. ,
Computer Experiments and Global Optimization, 1997. ,
Adapting to a changing environment: the brownian restless bandits, pp.343-354, 2008. ,
Gaussian process bandits without regret: An experimental design approach, 2009. ,
Algorithms for infinitely many-armed bandits, NIPS, vol.21, 2008. ,