Resourceful Contextual Bandits

Understand

We study contextual bandits with ancillary constraints on resources, which are common in real-world applications such as choosing ads or dynamic pricing of items.

• We design the first algorithm for solving these problems that handles constrained resources other than time, and improves over a trivial reduction to the non-contextual case.
• We consider very general settings for both contextual bandits (arbitrary policy sets, e.g.
• Dudik et al.