Bøger af Sebastien Bubeck

Presents the main complexity theorems in convex optimization and their corresponding algorithms. The book begins with the fundamental theory of black-box optimization and proceeds to guide the reader through recent advances in structural optimization and stochastic optimization.

Mathematically, a multi-armed bandit is defined by the payoff process associated with each option. In this book, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs.