In multi-armed bandit problem, we have a set of $K$ arms. In each round $t$, a bandit selects an arm $k$ and receives a reward $r_{kt}$. The objective is to maximize the rewards after $T$ rounds.

My question: Does selecting the same arm in two different rounds leads to the same reward? Or the rewards are completely different?

It is surprising to me if one could select the same arm but receives a different reward and still has a sublinear regret.

没有正确的解决方案

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