Conservation Laws Extended Polymatroids And Multi Armed Bandit Problems a Uni

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Conservation Laws Extended Polymatroids And Multi Armed Bandit Problems a Uni
Dimitris Bertsimas
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I. E. , system (100) has a positive solution for all . S' C E. We will show by mduction on \S\ that del[{I - X)s] > for all S C E For \S\ = I. •^t-^i'] ~ detUl-N) ] -^ ^' ^"^^'ch implies that det[{I - A'), ] > 0. Assuming that the in. Liirtion hypothesis is true for \S\ — k. We use (101) to obtain; from the induction hypothesis. Therefore, I — N is positive definite. □ Note that the condition N

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