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MR1954855 91A20 (68Q32 68T05 91A60)
Auer, Peter; Cesa-Bianchi, Nicolò; Freund, Yoav; Schapire, Robert E. The nonstochastic multiarmed bandit problem. SIAM J. Comput. 32 (2002/03), no. 1, 48–77.
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