 Multi-armed bandit

A sequential decision model in which each round selects an action and observes its reward, balancing information gathering against immediate reward. For fixed action means $m(x)$, the pseudoregret compares selected actions with an action maximizing $m$. In models with a link function and parameter $\theta$, rewards may have means $m_{\theta }(x)=\mu (⟨x,\theta ⟩)$.