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Reference:
Bandit convex optimization: Towards tight bounds E. Hazan, K. LevyIn Advances in Neural Information Processing Systems, 2014
Bibtex Entry:
@inproceedings{hazan2014bandit,
  title={Bandit convex optimization: Towards tight bounds},
  author={Hazan, Elad and Levy, Kfir},
  booktitle={Advances in Neural Information Processing Systems},
  pages={784--792},
  year={2014}
}