Gadat, Sébastien; Panloup, F.; Saadane, Sofiane - Toulouse School of Economics (TSE) - 2015
Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have been introduced in the sixties (with a view to … literature. In this paper, we adress the following question: are the Narendra-Shapiro (NS) bandit algorithms competitive from a … regret point of view? In our main result, we show that some competitive bounds can be obtained for such algorithms in their …