Nonstationary Stochastic Bandits: UCB Policies and Minimax Regret
We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distributions of rewards associated with arms are assumed to be time-varying and the total variation in the expected rewards is subject to a variation budget. The regret of a policy is defined by the difference in th...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Open Journal of Control Systems |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10460198/ |
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