Multi-armed bandit problems with heavy-tailed reward distributions

Keqin Liu, Qing Zhao. Multi-armed bandit problems with heavy-tailed reward distributions. In 2011 49th Annual Allerton Conference on Communication, Control, and Computing, Allerton Park & Retreat Center, Monticello, IL, USA, 28-30 September, 2011. pages 485-492, IEEE, 2011. [doi]

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