Home
Scholarly Works
Adversarial Multi-armed Bandit
Chapter

Adversarial Multi-armed Bandit

Abstract

In this chapter, we consider the adversarial MAB problem, a variant of the MAB problems whereby the stochastic assumption about the processes of rewards is removed. We first introduce the problem and define new notations of regret. We then describe a few well-known algorithms for this problem and provide the asymptotic performance results for these strategies. Finally, we generalize the adversarial MAB problem to the multiplayer case and connect it with the repeated game theory, and show that equilibrium can be achieved with certain strategies.

Authors

Zheng R; Hua C

Book title

Wireless Networks United Kingdom

Pagination

pp. 41-57

Publication Date

January 1, 2016

DOI

10.1007/978-3-319-50502-2_4
View published work (Non-McMaster Users)

Contact the Experts team