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Bandit problems with fidelity rewards

By Gábor Lugosi and others
The fidelity bandits problem is a variant of the K-armed bandit problem in which the reward of each arm is augmented by a fidelity reward that provides the player with an additional payoff depending on how 'loyal' the player has been to that arm in the past. We propose two... Show more
November 25, 2021
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Bandit problems with fidelity rewards
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