A New Look at Dynamic Regret for Non-Stationary Stochastic Bandits

The nonstochastic multiarmed bandit problem

Peter Auer, Nicolo Cesa-Bianchi, Yoav Freund, and Robert E Schapire · 2002

Earlier work this paper cites.

Adapting to a changing environment: the brownian restless bandits

Aleksandrs Slivkins and Eli Upfal · 2008

Earlier work this paper cites.

Ucb revisited: Improved regret bounds for the stochastic multi-armed bandit problem

Peter Auer and Ronald Ortner · 2010

Earlier work this paper cites.

On upper-confidence bound policies for switching bandit problems

Aurélien Garivier and Eric Moulines · 2011

Earlier work this paper cites.

Taming the monster: A fast and simple algorithm for contextual bandits

Alekh Agarwal, Daniel Hsu, Satyen Kale, John Langford, Lihong Li, and Robert Schapire · 2014

Cited alongside, same era.

Stochastic multi-armed-bandit problem with non-stationary rewards

Omar Besbes, Yonatan Gur, and Assaf Zeevi · 2014

Cited alongside, same era.

Regret bounds for restless markov bandits

Ronald Ortner, Daniil Ryabko, Peter Auer, and Rémi Munos · 2014

Cited alongside, same era.

Non-stationary reinforcement learning without prior knowledge: an optimal black-box approach

Chen-Yu Wei and Haipeng Luo · 2014

Cited alongside, same era.

Achieving optimal dynamic regret for non-stationary bandits without prior information

Peter Auer, Yifang Chen, Pratik Gajane, Chung-Wei Lee, Haipeng Luo, Ronald Ortner, and Chen-Yu Wei

Cited in the paper.

Adaptively tracking the best bandit arm with an unknown number of distribution changes

Peter Auer, Pratik Gajane, and Ronald Ortner

Cited in the paper.

The non-stationary stochastic multi-armed bandit problem

Robin Allesiardo, Raphaël Féraud, and Odalric-Ambrym Maillard · 2017

Later among the works it cites.

Adaptively tracking the best arm with an unknown number of distribution changes

Peter Auer, Pratik Gajane, and Ronald Ortner · 2018

Later among the works it cites.

A new algorithm for non-stationary contextual bandits: Efficient, optimal and parameter-free

Yifang Chen, Chung-Wei Lee, Haipeng Luo, and Chen-Yu Wei · 2019

Later among the works it cites.

Tracking most severe arm changes in bandits

Original

Joe Suk and Samory Kpotufe · 2022

Closest in time.