Cost-Ordered Feasibility for Multi-Armed Bandits with Cost Subsidy
The classic multi-armed bandit (MAB) problem tackles the challenge of accruing maximum reward while making decisions under uncertainty. However, in applications, often the goal is to minimize cost subject to a constraint on the minimum permissible reward, an objective captured by multi-armed bandits with cost-subsidy (MAB-CS). Of interest to this paper is the setting where the quality (reward) constraint is specified relative to the unknown best reward and the cost of each arm is known. We characterize the expected sub-optimal samples required by any policy by proving instance-dependent lower bounds that offer new insight into the problem and are a strict generalization of prior bounds. T...
| Authors | Ishank Juneja, Carlee Joe-Wong, Osman Yağan |
|---|---|
| Primary category | cs.LG |
| Published | 8 May 2026 |
| Last updated at source | 8 May 2026 |
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