2018 Volume E101.A Issue 3 Pages 662-667
We propose a policy UCB-SC for budgeted multi-armed bandits. The policy is a variant of recently proposed KL-UCB-SC. Unlike KL-UCB-SC, which is computationally prohibitive, UCB-SC runs very fast while keeping KL-UCB-SC's asymptotical optimality when reward and cost distributions are Bernoulli with means around 0.5, which are verified both theoretically and empirically.