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arXiv · 1507.04910

Lower Bounds for Multi-armed Bandit with Non-equivalent Multiple Plays

Aleksandr Vorobev·Gleb Gusev
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Abstract

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations with different assumptions, we provide lower bounds for regret with standard asymptotics $O(\log{t})$ but novel coefficients and provide optimal algorithms, thus proving that these bounds cannot be improved.

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Aleksandr Vorobev, Gleb Gusev. 2015-07-17. Lower Bounds for Multi-armed Bandit with Non-equivalent Multiple Plays. https://arxiv.org/abs/1507.04910

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