Incentivized Exploration for Multi-Armed Bandits under Reward Drift

no code implementations • 12 Nov 2019 • Zhiyuan Liu, Huazheng Wang, Fan Shen, Kai Liu, Lijun Chen

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward.

Multi-Armed Bandits Thompson Sampling