Université Paris-Saclay, CNRS, Laboratoire de mathématiques d’Orsay, 91405, Orsay, France; Université Paris-Saclay, CNRS, Laboratoire de mathématiques d’Orsay, 91405, Orsay, France; HEC Paris, 78351 Jouy-en-Josas, France; BNP Paribas Corporate and Institutional Banking, 20 boulevard des Italiens, 75009 Paris, France
Evgenii Chzhen, Christophe Giraud, Zhen LI, Gilles Stoltz
mutli-armed bandits;bandits with knapsacks;primal-dual approaches
Small Total-Cost Constraints in Contextual Bandits with Knapsacks, with Application to Fairness