Advances in Bandits with Knapsacks

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Abstract:

"Bandits with Knapsacks" (\BwK) is a general model for multi-armed bandits under supply/budget constraints. While worst-case regret bounds for \BwK are well-understood, we focus on logarithmic instance-dependent regret bounds. We largely resolve them for one limited resource other than time, and for known, deterministic resource consump...More

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