Researchers from different fields, especially statistics, operational research, applied probability and computer science, have made theoretical contributions that in the recent years started gaining wider popularity in practice. The multi-armed bandit problem has become classic because it is well suited for modelling many real world problems while being amenable to theoretical analyses due to its simplicity. The Statistics group at the Department of Mathematics at Lancaster University, Imperial College London and Google Deepmind will be holding a specialist workshop on multi-armed bandits in London on the 25th and 26th of September.
**** Social event: We will go to the Gloucester arms pub (SW7 4RB), which is close to Imperial College, around 20:30-21:00. Room 509 is on floor 5 but the elevator does not stop on floor 5, so it is best to take the stairs, or the elevator to floor 6 and then walking down one floor the ground floor is floor 2, so walking up is not terrible. Location: Imperial College London, Lecture theatre: Skempton 60 on Wednesday and Electrical and Electronic Engineering Building, Room 509, on Thursday.
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