@article{themultiarmedbanditproblemwith,
  title = {The multi-armed bandit problem with covariates},
  author = {Vianney Perchet and Philippe Rigollet},
  year = {2011},
  eprint = {1110.6084},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1110.6084v3},
}