The Symmetry between Arms and Knapsacks: A Primal-Dual Approach for Bandits with Knapsacks

Xiaocheng Li, Chunlin Sun, Yinyu Ye

Abstract: In this paper, we study the bandits with knapsacks (BwK) problem and develop a primal-dual based algorithm that achieves a problem-dependent logarithmic regret bound. The BwK problem extends the mu...