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Review

Non‑ S tationary Multi‑Armed Bandits: Evolution and Challenges of Dynamic Decision‑Making Frameworks

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TL;DR

This review systematically examines two types of algorithms: passive methods (e.g., sliding-window UCB, discounted UCB), which filter out outdated data’s interference through forgetting mechanisms; and active methods (e.g., TS-CD, R-BOCPD), which dynamically update their parameters by detecting changes.

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