In this paper the sequential prediction problem with expert advice is considered for the case when the losses of experts suffered at each step can be unbounded. We present some mo...
In this paper the sequential prediction problem with expert advice is considered for the case where losses of experts suffered at each step cannot be bounded in advance. We presen...
The max k-armed bandit problem is a recently-introduced online optimization problem with practical applications to heuristic search. Given a set of k slot machines, each yielding p...
We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. Th...
Bandit convex optimization is a special case of online convex optimization with partial information. In this setting, a player attempts to minimize a sequence of adversarially gen...