Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Target Tracking for Contextual Bandits: Application to Demand Side
  Management   We propose a contextual-bandit approach for demand side management by
offering price incentives. More precisely, a target mean consumption is set at
each round and the mean consumption is modeled as a complex function of the
distribution of prices sent and of some contextual variables such as the
temperature, weather, and so on. The performance of our strategies is measured
in quadratic losses through a regret criterion. We offer $T^{2/3}$ upper bounds
on this regret (up to poly-logarithmic terms)---and even faster rates under
stronger assumptions---for strategies inspired by standard strategies for
contextual bandits (like LinUCB, see Li et al., 2010). Simulations on a real
data set gathered by UK Power Networks, in which price incentives were offered,
show that our strategies are effective and may indeed manage demand response by
suitably picking the price levels.

27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
6
The categories of this paper are: astro-ph
32
The categories of this paper are: atom-ph
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The categories of this paper are: patt-sol
26
The categories of this paper are: bayes-an
34
The categories of this paper are: chem-ph
13
The categories of this paper are: quant-ph
4
The categories of this paper are: cond-mat
14
The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
5
The categories of this paper are: gr-qc
36
The categories of this paper are: cmp-lg
33
The categories of this paper are: plasm-ph
11
The categories of this paper are: hep-lat
19
The categories of this paper are: eess