Local Asymptotic Normality for Multi-Armed Bandits

Ramon van den Akker, Bas J. M. Werker, Bo Zhou

Van den Akker, Werker, and Zhou (2025) showed that the limit experiment, in the sense of H\a'{a}jek-Le Cam, for (contextual) bandits whose arms' expected payoffs differ by $O(T^{-1…