86 citations · 94 across the 5 of their papers we have counts for
3 papers · 1 filter
Efficient Algorithms for Stochastic Repeated Second-price Auctions
Juliette Achddou, Olivier Cappé, Aurélien Garivier
Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains…
Self-Concordant Analysis of Generalized Linear Bandits with Forgetting
Yoan Russac, Louis Faury, Olivier Cappé +1
Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to addres…
Algorithms for Non-Stationary Generalized Linear Bandits
Yoan Russac, Olivier Cappé, Aurélien Garivier
The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, l…