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1 result for EXP3-IX

Near-optimal per-action regret bounds for sleeping bandits are derived.

problem Optimizing performance in sleeping bandits where arms and losses are chosen by an adversary.
method Directly minimizing per-action regret using generalized versions of EXP3, EXP3-IX, and FTRL with Tsallis entropy.
result Near-optimal bounds of order O(TAlnK)O(\sqrt{TA\ln{K}}) and O(TAK)O(\sqrt{T\sqrt{AK}}) are obtained.