Stochastic Bandits with Linear Constraints.

Aldo Pacchiano Mohammad Ghavamzadeh Peter L. Bartlett Heinrich Jiang

Published in: CoRR (2020)

Keyphrases

linear constraints
stochastic systems
constraint databases
nonlinear programming
equality constraints
constraint solver
linearly constrained
regret bounds
stochastic models
shape analysis
convex sets
quadratic program