4 papers · 1 filter
Asymptotically Optimal Learning for Parametric Prophet Inequalities
Jung-hun Kim, Anna Grebennikova, Vianney Perchet
We study learning in prophet inequalities with i.i.d. rewards drawn from an exponential-type parametric family with an unknown parameter , a class that includes exponential, Par…
An Adaptive Approach for Infinitely Many-armed Bandits under Generalized Rotting Constraints
Jung-hun Kim, Milan Vojnovic, Se-Young Yun
In this study, we consider the infinitely many-armed bandit problems in a rested rotting setting, where the mean reward of an arm may decrease with each pull, while otherwise, it r…
Adversarial Bandits against Arbitrary Strategies
Jung-hun Kim, Se-Young Yun
We study the adversarial bandit problem against arbitrary strategies, where the difficulty is captured by an unknown parameter , which is the number of switches in the best arm…
Rotting Infinitely Many-armed Bandits
Jung-hun Kim, Milan Vojnovic, Se-Young Yun
We consider the infinitely many-armed bandit problem with rotting rewards, where the mean reward of an arm decreases at each pull of the arm according to an arbitrary trend with ma…