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Cited in
(23)- Improving multi-armed bandit algorithms in online pricing settings
- Extracting certainty from uncertainty: regret bounded by variation in costs
- Ballooning multi-armed bandits
- Regret bounded by gradual variation for online convex optimization
- Non-stationary stochastic optimization
- Online convex optimization in the bandit setting: gradient descent without a gradient
- Sequential decision making with vector outcomes
- Volumetric spanners: an efficient exploration basis for learning
- Profile-based bandit with unknown profiles
- Sparsity, variance and curvature in multi-armed bandits
- Bandit regret scaling with the effective loss range
- Weighted last-step min-max algorithm with improved sub-logarithmic regret
- Learning Theory
- Algorithms for adversarial bandit problems with multiple plays
- Bandit convex optimization in non-stationary environments
- Periodic bandits and wireless network selection
- Bandits with global convex constraints and objective
- Technical note: Nonstationary stochastic optimization under \(L_{p,q} \)-variation measures
- A linear response bandit problem
- Bandits with switching costs, \(T^{2/3}\) regret
- scientific article; zbMATH DE number 6253908 (Why is no real title available?)
- Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability
- Greedy Algorithm Almost Dominates in Smoothed Contextual Bandits
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