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Gambling in a rigged casino
The adversarial multiarmed bandit problem
Peter Auer
University of Technology Graz
Nicolo CesaBianchi
Universita di Milano
Yoav Freund Rob ert E Schapire
ATT Labs Florham Park NJ
NeuroCOLT Technical Rep ort Series
NCTR
August
Pro duced as part of the ESPRIT Working Group
in Neural and Computational Learning I I
NeuroCOLT
For more information see the NeuroCOLT website
httpwwwneurocoltcom
or email neurocoltneurocoltcom
1An early extended abstract of this pap er app eared in the pro ceedings of the
th Annual Symposium on Foundations of Computer Science pages
The present draft is a very substantially revised and expanded version which has
b een submitted for journal publication
2 Institute for Theoretical Computer Science University of Technology Graz
A Graz Austria fpauerigitugraz acat g
3 Department of Computer Science Universita di Milano
I Milano Italy fcesabiandsiunimi itg
4 ATT Labs Park Avenue Florham Park NJ
fyoav schapiregresearchattcom
5 Received AUG
Intro duction
Abstract
In the multiarmed bandit p
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