The fragility of optimized bandit algorithms

DOI10.1287/OPRE.2023.0283MaRDI QIDQ6856992zbMATH OpenFDO

Authors Lin Fan, Peter W. Glynn

Publication date 18 February 2026

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2023.0283

zbMATH Keywords

limit theoremsmodel misspecificationmultiarmed banditsregret distributionrobustness

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• Learning and decision-making with data : optimal formulations and phase transitions

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