An Algorithm for Stochastic and Adversarial Bandits with Switching Costs

                 Chloe Rouyer 1 Yevgeny Seldin 1 Nicolo Cesa-Bianchi 2

              Abstract                an arm different from the one played in the previous round.
                                  Such switching cost may occur in the form of a transac-
    We propose an algorithm for stochastic and
                                  tion cost in financial trading, or a reconfiguration cost in
    adversarial multia ...