Search Results for author: Charles Riou

Found 1 papers, 0 papers with code

The Survival Bandit Problem

no code implementations7 Jun 2022 Charles Riou, Junya Honda, Masashi Sugiyama

We study the survival bandit problem, a variant of the multi-armed bandit problem introduced in an open problem by Perotto et al. (2019), with a constraint on the cumulative reward; at each time step, the agent receives a (possibly negative) reward and if the cumulative reward becomes lower than a prespecified threshold, the procedure stops, and this phenomenon is called ruin.

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