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We study contextual bandits with ancillary constraints on resources, which are common in realworld applications such as choosing ads or dynamic pricing of items. We design the first algorithm for solving these problems that improves over a trivial reduction to the non-contextual case. We consider very general settings for both contextual bandits (arbitrary policy sets, Dudik et al. (2011)) and ...
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ژورنال
عنوان ژورنال: Health Expectations
سال: 2002
ISSN: 1369-6513
DOI: 10.1046/j.1369-6513.2002.00193_1.x