Nonstationary Stochastic Bandits: UCB Policies and Minimax Regret - Wei, Lai; Srivastava, Vaibhav (IEEE Open Journal of Control Systems, 2024)
Keywords: Control design; Costs; Gaussian processes; Heavily-tailed distribution; Heavy-tailed distributions; Heuristic algorithms; Lightly-tailed distribution; minimax regret; Minimax techniques; Multi-armed bandit problem; nonstationary multiarmed bandit; Stochastic processes; Upper bound; upper-confidence bound; variation budget