Shipra Agrawal, Nikhil R. Devanur, Lihong Li. An efficient algorithm for contextual bandits with knapsacks, and an extension to concave objectives. In Vitaly Feldman, Alexander Rakhlin, Ohad Shamir, editors, Proceedings of the 29th Conference on Learning Theory, COLT 2016, New York, USA, June 23-26, 2016. Volume 49 of JMLR Workshop and Conference Proceedings, pages 4-18, JMLR.org, 2016. [doi]
Abstract is missing.