No algorithm can be optimal in both stochastic and adversarial best-arm identification; a new parameter-free algorithm matches the derived lower bound up to log factors in stochastic cases while handling adversarial rewards.
PAC subset selection in stochastic multi-armed bandits https://www.cse.iitb.ac.in/ shivaram/papers/ktas_icml_2012.pdf
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Best of both worlds: Stochastic & adversarial best-arm identification
No algorithm can be optimal in both stochastic and adversarial best-arm identification; a new parameter-free algorithm matches the derived lower bound up to log factors in stochastic cases while handling adversarial rewards.