Industrial Engineering & Operations Research, University of California, Berkeley, Berkeley, CA 94720; Institute for Data, Systems, and Society, Massachusetts Institute of Technology, Cambridge, MA 02139
David Simchi-Levi, Zeyu Zheng, Feng Zhu
multi-armed bandit;worst-case optimality;instance-dependent consistency;light-tailed risk
Stochastic Multi-armed Bandits: Optimal Trade-off among Optimality, Consistency, and Tail Risk