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Ralami1859/Adversarial-Multi-Armed-bandit

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Adversarial Multi-Armed bandit

Implementation of algorithms for adversarial multi-armed bandits.

Implemented algorithms: Exp3.m Exp3P.m Exp3S.m RExp3.m

You can find the complete description of the algorithms in the following paper: http://rob.schapire.net/papers/AuerCeFrSc01.pdf

For a demo, launch the script: DemoAdversarialBandits.m

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Adversarial multi-armed bandit algorithms

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