Gambling in a rigged casino: The adversarial multi-armed bandit problem

Peter Auer, Nicolò Cesa-Bianchi, Yoav Freund, Robert E. Schapire. Gambling in a rigged casino: The adversarial multi-armed bandit problem. Electronic Colloquium on Computational Complexity (ECCC), 7(68), 2000. [doi]

@article{ECCC-TR00-068,
  title = {Gambling in a rigged casino: The adversarial multi-armed bandit problem},
  author = {Peter Auer and Nicolò Cesa-Bianchi and Yoav Freund and Robert E. Schapire},
  year = {2000},
  url = {http://eccc.hpi-web.de/eccc-reports/2000/TR00-068/index.html},
  tags = {e-science},
  researchr = {https://researchr.org/publication/ECCC-TR00-068},
  cites = {0},
  citedby = {0},
  journal = {Electronic Colloquium on Computational Complexity (ECCC)},
  volume = {7},
  number = {68},
}