@unpublished{besson:hal-02006471, TITLE = {{The Generalized Likelihood Ratio Test meets klUCB: an Improved Algorithm for Piece-Wise Non-Stationary Bandits}}, AUTHOR = {Besson, Lilian and Kaufmann, Emilie}, URL = {https://hal.inria.fr/hal-02006471}, NOTE = {working paper or preprint}, YEAR = {2019}, MONTH = Feb, KEYWORDS = {Multi-Armed Bandits ; Change Point Detection ; Non-Stationary Bandits}, PDF = {https://hal.inria.fr/hal-02006471/file/The-Generalized-Likelihood-Ratio-Test-meets-klUCB--an-Improved-Algorithm-for-Piece-Wise-Non-Stationary-Bandits__COLT_2019__01-02-2019.pdf}, HAL_ID = {hal-02006471}, HAL_VERSION = {v1}, }