Random topics in optimization, probability, and statistics. By Sébastien Bubeck This week I’m giving two 90 minutes lectures on bandit theory at MLSS Cadiz. Despite my 2012 survey with Nicolo I thought it would be a good idea to post my lectures notes here. Indeed while much of the material is similar, the style of a mini-course is quite different from the style of a survey. Also, bandit theory ha