Peter Auer, Nicolò Cesa-Bianchi, Yoav Freund, Robert E. Schapire. The Nonstochastic Multiarmed Bandit Problem. SIAM Journal on Computing, 32(1):48-77, 2002. [doi]
@article{AuerCFS02,
title = {The Nonstochastic Multiarmed Bandit Problem},
author = {Peter Auer and Nicolò Cesa-Bianchi and Yoav Freund and Robert E. Schapire},
year = {2002},
url = {http://epubs.siam.org/sam-bin/dbq/article/39837},
tags = {e-science},
researchr = {https://researchr.org/publication/AuerCFS02},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Computing},
volume = {32},
number = {1},
pages = {48-77},
}