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Regret Analysis of the Stochastic Direct Search Method for Blind Resource Allocation
This is a realistic model for budget allocation across subdivisions of marketing campaigns, when the objective is to maximize the number of conversions.
Parametric Bandits: The Generalized Linear Case
We consider structured multi-armed bandit tasks in which the agent is guided by prior structural knowledge that can be exploited to efficiently select the optimal arm(s) in situations where the number of arms is large, or even infinite.
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