Optimal Algorithms for Stochastic Multi-Armed Bandits with Heavy Tailed Rewards

作者: Kyungjae Lee, Hongjun Yang, Sungbin Lim, Songhwai Oh

摘要

In this paper, we consider stochastic multi-armed bandits (MABs) with heavy-tailed rewards, whose p-th moment is bounded by a constant nu_p for 1