arXiv Machine Learning By Zhen Li (LMO, CELESTE, HEC Paris), Gilles Stoltz (LMO, CELESTE, HEC Paris)

A Direct Approach for Handling Contextual Bandits with Latent State Dynamics

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arXiv:2604. 08149v2 Announce Type: replace Abstract: We consider a linear contextual bandit model where contexts and rewards are governed by a finite hidden Markov chain.

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arXiv Machine Learning
1d ago

Sequential Batch Learning in Finite-Action Linear Contextual Bandits

arXiv:2004. 06321v2 Announce Type: replace Abstract: We study the sequential batch learning problem in linear contextual bandits with finite action sets, where the decision maker is constrained to split incoming individuals into (at most) a fixed number of batches and can only observe outcomes for the individuals within a batch at the batch's end.

By Yanjun Han, Zhengqing Zhou, Zihao Hu, Jose Blanchet, Peter W. Glynn, Yinyu Ye, Zhengyuan Zhou