A Simple Reduction Scheme for Constrained Contextual Bandits with Adversarial Contexts via Regression
arXiv:2602.05019v1 Announce Type: new Abstract: We study constrained contextual bandits (CCB) with adversarially chosen contexts, where each action yields a random reward and incurs a random cost. We adopt the standard realizability assumption: conditioned on the observed context, rewards and costs are drawn independently from fixed distributions whose expectations belong to known function classes. We consider the continuing setting, in which the algorithm operates over the entire horizon even after the budget is exhausted. In this setting, the […]