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CollapsingBanditsandTheirApplicationtoPublic HealthInterventions
Neural Information Processing Systems
Neither (i) nor (ii) are known for general RMABs. Therefore, to capture the scheduling problems addressed inthiswork,weintroduce anewsubclass ofRMABs,Collapsing Bandits, distinguished by the following feature: when an arm is played, the agent fully observes its state, "collapsing" any uncertainty, but when an arm is passive, no observation is made and uncertainty evolves.
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