Research map / Bandits and online learning / Multi-armed bandits
Tightening Regret Lower and Upper Bounds in Restless Rising Bandits
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Theoretical study of restless rising bandits (rising and rising concave arm-reward settings), tightening regret lower and upper bounds.
Problem
Regret minimization in restless multi-armed bandits whose expected rewards evolve over time, specifically the rising and rising concave structured subclasses.
Approach
Derives tighter regret lower and upper bounds for restless rising and rising concave bandits than previously known, using the structure where each arm's expected reward is non-decreasing (and concave in the rising concave case) over time.
Experimental setup
Metrics: regret
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