Budget-Constrained Multi-Armed Bandits with Multiple Plays

no code implementations • 16 Nov 2017 • Datong P. Zhou, Claire J. Tomlin

Secondly, for the adversarial case in which the entire sequence of rewards and costs is fixed in advance, we derive an upper bound on the regret of order $O(\sqrt{NB\log(N/K)})$ utilizing an extension of the well-known $\texttt{Exp3}$ algorithm.

Multi-Armed Bandits