Adversarial Bandits with Knapsacks

Adversarial Bandits with Knapsacks

IEEE FOCS: Foundations of Computer Science via YouTube Direct link

Linear Relaxation

11 of 20

11 of 20

Linear Relaxation

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Adversarial Bandits with Knapsacks

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  1. 1 Intro
  2. 2 (Motivation) Dynamic Pricing
  3. 3 Bandits w/ Knapsacks (BWK)
  4. 4 Prior Work - Stochastic BwK
  5. 5 Background: Feedback Models
  6. 6 Main Result
  7. 7 Why is BwK hard?
  8. 8 Why is Adversarial BwK harder?
  9. 9 Benchmark
  10. 10 Overview
  11. 11 Linear Relaxation
  12. 12 Lagrange Game
  13. 13 a: Main algorithm (MAIN)
  14. 14 Step 3b: Learning in Games
  15. 15 Regret Bound
  16. 16 Challenges
  17. 17 Simple Algorithm
  18. 18 High-prob. v/s Adaptive Adversary
  19. 19 Extensions
  20. 20 Future Work

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