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109
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CORR
2012
Springer
192
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CORR 2012
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The best of both worlds: stochastic and adversarial bandits
13 years 10 months ago
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www.princeton.edu
We present a bandit algorithm, SAO (Stochastic and Adversarial Optimal), whose regret is, essentially, optimal both for adversarial rewards and for stochastic rewards. Specifical...
Sébastien Bubeck, Aleksandrs Slivkins
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