Nicolò Cesa-Bianchi: Bandits, auctions, and pricing
Multi-armed bandits are a mathematical framework for studying sequential decision-making problems with partial feedback. Recommendation, personalization, hyperparameter tuning, and clinical trials are examples of application areas that use this framework. In this talk, I will introduce some basic algorithms for solving bandit problems and show applications of these algorithms to digital markets.
Date: 22 October 2021, 14:15 (Friday, 2nd week, Michaelmas 2021)
Venue: Manor Road Building, Manor Road OX1 3UQ
Venue Details: Seminar Room C or https://zoom.us/j/95783544125?pwd=WnpBTW1DWStZV1lkVlE0dm83Y3JsUT09
Speaker: Nicola Cesa-Bianchi (Università degli Studi di Milano)
Organising department: Department of Economics
Part of: Nuffield Econometrics Seminar
Booking required?: Not required
Audience: Members of the University only
Editor: Emma Heritage