Optimal Learning for Structured Bandits
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DOI: 10.1287/mnsc.2020.02108
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References listed on IDEAS
- Daniel Russo & Benjamin Van Roy, 2018. "Learning to Optimize via Information-Directed Sampling," Operations Research, INFORMS, vol. 66(1), pages 230-252, January.
- Paat Rusmevichientong & John N. Tsitsiklis, 2010. "Linearly Parameterized Bandits," Mathematics of Operations Research, INFORMS, vol. 35(2), pages 395-411, May.
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Keywords
structured bandits; online learning; convex duality; mimicking regret lower bound;All these keywords.
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