Robust Batched Bandits

ArXi:2510.03798v2 Announce Type: replace The batched multi-armed bandit (MAB) problem, in which rewards are collected in batches, is crucial for applications such as clinical trials. Existing research predominantly assumes light-tailed reward distributions, yet many real-world scenarios, including clinical outcomes, exhibit heavy-tailed characteristics. This paper bridges this gap by proposing robust batched bandit algorithms designed for heavy-tailed rewards, within both finite-arm and Lipschitz-continuous settings.