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CollapsingBanditsandTheirApplicationtoPublic HealthInterventions
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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