Awesome list about anything multi-armed bandit problems
- Bandit Algorithms by T. Lattimore and C. Szepesvári (2019)
- Bandits: sequential allocation of experiments by D. Berry and B. Fristedt (1985)
- Reinforcement Learning: An introduction, 2nd edition by R. Sutton and A. Barto (2015)
- Bandit Algorithms
Blog destined for a course and the (see Books) book-in-progress.
- Contextual R-package to simulate and evaluate MAB policies.
- StreamingBandit Python application to setup and run streaming MAB experiments.