Correction: Satisficing in Multiarmed Bandit Problems (IEEE Trans. Autom. Control (2017) 62:8 (3788–3803) DOI: 10.1109/TAC.2016.2644380)

Paul Reverdy; Vaibhav Srivastava; Naomi Ehrich Leonard

doi:10.1109/TAC.2020.2981433

Correction: Satisficing in Multiarmed Bandit Problems (IEEE Trans. Autom. Control (2017) 62:8 (3788–3803) DOI: 10.1109/TAC.2016.2644380)

Paul Reverdy
, Vaibhav Srivastava
, Naomi Ehrich Leonard

Research output: Contribution to journal › Comment/debate › peer-review

1 Scopus citations

Abstract

An unfortunate mistake in the proof of Theorem 8 of the above article is corrected. (Table Presented) (Formula Presented) 1The result in [1, Th. 22] is stated for bounded rewards, but it extends immediately to sub-Gaussian rewards by noting that the upper bound on the moment generating function for a bounded random variable obtained using a Hoeffding inequality has the same functional form as the sub-Gaussian random variable.

Original language	English (US)
Article number	9039571
Pages (from-to)	476-478
Number of pages	3
Journal	IEEE Transactions on Automatic Control
Volume	66
Issue number	1
DOIs	https://doi.org/10.1109/TAC.2020.2981433
State	Published - Jan 2021
Externally published	Yes

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.2020.2981433

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abstract = "An unfortunate mistake in the proof of Theorem 8 of the above article is corrected. (Table Presented) (Formula Presented) 1The result in [1, Th. 22] is stated for bounded rewards, but it extends immediately to sub-Gaussian rewards by noting that the upper bound on the moment generating function for a bounded random variable obtained using a Hoeffding inequality has the same functional form as the sub-Gaussian random variable.",

author = "Paul Reverdy and Vaibhav Srivastava and Leonard, \{Naomi Ehrich\}",

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AU - Srivastava, Vaibhav

AU - Leonard, Naomi Ehrich

PY - 2021/1

Y1 - 2021/1

N2 - An unfortunate mistake in the proof of Theorem 8 of the above article is corrected. (Table Presented) (Formula Presented) 1The result in [1, Th. 22] is stated for bounded rewards, but it extends immediately to sub-Gaussian rewards by noting that the upper bound on the moment generating function for a bounded random variable obtained using a Hoeffding inequality has the same functional form as the sub-Gaussian random variable.

AB - An unfortunate mistake in the proof of Theorem 8 of the above article is corrected. (Table Presented) (Formula Presented) 1The result in [1, Th. 22] is stated for bounded rewards, but it extends immediately to sub-Gaussian rewards by noting that the upper bound on the moment generating function for a bounded random variable obtained using a Hoeffding inequality has the same functional form as the sub-Gaussian random variable.

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Correction: Satisficing in Multiarmed Bandit Problems (IEEE Trans. Autom. Control (2017) 62:8 (3788–3803) DOI: 10.1109/TAC.2016.2644380)

Abstract

All Science Journal Classification (ASJC) codes

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