An Optimal Algorithm for Stochastic and Adversarial Bandits

Julian Zimmert, Yevgeny Seldin. An Optimal Algorithm for Stochastic and Adversarial Bandits. In Kamalika Chaudhuri, Masashi Sugiyama, editors, The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan. Volume 89 of Proceedings of Machine Learning Research, pages 467-475, PMLR, 2019. [doi]

@inproceedings{ZimmertS19,
  title = {An Optimal Algorithm for Stochastic and Adversarial Bandits},
  author = {Julian Zimmert and Yevgeny Seldin},
  year = {2019},
  url = {http://proceedings.mlr.press/v89/zimmert19a.html},
  researchr = {https://researchr.org/publication/ZimmertS19},
  cites = {0},
  citedby = {0},
  pages = {467-475},
  booktitle = {The 22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019, 16-18 April 2019, Naha, Okinawa, Japan},
  editor = {Kamalika Chaudhuri and Masashi Sugiyama},
  volume = {89},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}