Proposes C-Mix Improved UCB for stochastic bandits under weak C-mixing dependence and gives matching upper and lower regret bounds in fast and slow mixing regimes.
Gr\"unew\"alder and A
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Restless dependent bandits with fading memory
Proposes C-Mix Improved UCB for stochastic bandits under weak C-mixing dependence and gives matching upper and lower regret bounds in fast and slow mixing regimes.