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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2401.08845 |
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Table of Contents:
- We present an algorithm, "constrained successive accept or reject (CSAR)," for the problem of identifying the subset of top feasible-arms from a given finite set of arms with the limited sampling-budget equal to a given time-horizon when the sequential dynamics of the arms follows the model of a constrained multi-armed bandit. We provide a finite-time upper bound on the probability of the incorrect identification by CSAR that converges to zero with an exponential rate in the sampling-budget.