Pure Exploration for Constrained Best Mixed Arm Identification with a Fixed Budget

D Tang, R Jain, A Nayyar, P Nuzzo - arXiv preprint arXiv:2405.15090, 2024 - arxiv.org
In this paper, we introduce the constrained best mixed arm identification (CBMAI) problem
with a fixed budget. This is a pure exploration problem in a stochastic finite armed bandit …