139 citations · 615 across the 107 of their papers we have counts for
Showing 2011Show all
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math.ST2011★ 120 cited
The multi-armed bandit problem with covariates
Vianney Perchet, Philippe Rigollet
We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditio…
cs.LG2011★ 24 cited
Internal Regret with Partial Monitoring. Calibration-Based Optimal Algorithms
Vianney Perchet
We provide consistent random algorithms for sequential decision under partial monitoring, i.e. when the decision maker does not observe the outcomes but receives instead random fee…
cs.GT2011
Approachability of Convex Sets in Games with Partial Monitoring
Vianney Perchet
We provide a necessary and sufficient condition under which a convex set is approachable in a game with partial monitoring, i.e.\ where players do not observe their opponents' move…