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News/Concave Statistical Utility Maximization Bandits via Influence-Function Gradients
arxiv
PublishedApril 27, 2026 at 4:00 AM

Concave Statistical Utility Maximization Bandits via Influence-Function Gradients

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arXiv:2604.22140v1 Announce Type: cross Abstract: We study stochastic multi-armed bandits in which the objective is a statistical functional of the long-run reward distribution, rather than expected reward alone. Under mild continuity assumptions, we show that the infinite-horizon problem reduces to

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