Adversarial Multi-armed Bandit

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 …