Multi-armed Bandit Mechanism with Private Histories

AAMAS, pp. 1607-1609, 2017.

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The fundamental challenge in bandit problem is the trade off between exploration and exploitation. To minimize the regret in a long period, an algorithm has to explore by actually choosing seemingly suboptimal arms so as to gather more information about them. The exploration obviously has higher short-term regrets. In recommendation of ne...More



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