Monotone Multi-Armed Bandit Allocations
Abstract
We present a novel angle for multi-armed bandits (henceforth abbreviated MAB) which follows from the recent work on MAB mechanisms (Babaioff et al., 2009; Devanur and Kakade, 2009; Babaioff et al., 2010). The new problem is, essentially, about designing MAB algorithms under an additional constraint motivated by their application to MAB mechanisms. This note is self-contained, although some familiarity with MAB is assumed; we refer the reader to Cesa-Bianchi and Lugosi (2006) for more background.
Cite
Text
Slivkins. "Monotone Multi-Armed Bandit Allocations." Proceedings of the 24th Annual Conference on Learning Theory, 2011.Markdown
[Slivkins. "Monotone Multi-Armed Bandit Allocations." Proceedings of the 24th Annual Conference on Learning Theory, 2011.](https://mlanthology.org/colt/2011/slivkins2011colt-monotone/)BibTeX
@inproceedings{slivkins2011colt-monotone,
title = {{Monotone Multi-Armed Bandit Allocations}},
author = {Slivkins, Aleksandrs},
booktitle = {Proceedings of the 24th Annual Conference on Learning Theory},
year = {2011},
pages = {829-834},
volume = {19},
url = {https://mlanthology.org/colt/2011/slivkins2011colt-monotone/}
}