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Bandits with concave rewards and convex knapsacks
[article]
2014
arXiv
pre-print
In this paper, we consider a very general model for exploration-exploitation tradeoff which allows arbitrary concave rewards and convex constraints on the decisions across time, in addition to the customary limitation on the time horizon. This model subsumes the classic multi-armed bandit (MAB) model, and the Bandits with Knapsacks (BwK) model of Badanidiyuru et al.[2013]. We also consider an extension of this model to allow linear contexts, similar to the linear contextual extension of the MAB
arXiv:1402.5758v1
fatcat:rpmgelekqzgozjn3cg6bm2pc2e