Bandit Algorithms

(Jeff_L) #1
14.5 Exercises 187

τ∈[n] almost surely. Show that


D(P|Fτ,Q|Fτ) =EP



t=1

D(Pt(·|X 1 ,...,Xt− 1 ),Qt(·|X 1 ,...,Xt− 1 ))

]


.

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