Lower Bounds for Multi-armed Bandit with Non-equivalent Multiple Plays

Abstract

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations with different assumptions, we provide lower bounds for regret with standard asymptotics $O(\log t)$ but novel coefficients and provide optimal algorithms, thus proving that these bounds cannot be improved.

References in corpus (1)

• Iterative Expectation for Multi Period Information Retrieval