Student Math Finance Seminar

This talk is based on the paper " On learning the $c\mu$ rule in single and parallel server networks" by Subhashini Krishnasamy, Ari Arapostathis, Ramesh Johari, Sanjay Shakkottai. In this paper, the authors introduced a (\epsilon) greedy algorithm which can achieve O(1) regret when comparing to the $c\mu$ algorithm in both the single server and multiple server cases under some technical assumptions. Speaker(s): Yili Zhang (University of Michigan)