Stochastic Convex Optimization with Bandit Feedback. Agarwal, A., Foster, D. P., Hsu, D., Kakade, S. M., & Rakhlin, A. SIAM Journal on Optimization (SIAMJO), 23(1):213-240, 2013.
Stochastic Convex Optimization with Bandit Feedback [link]Paper  bibtex   
@article{ dblp2391475,
  title = {Stochastic Convex Optimization with Bandit Feedback},
  author = {Alekh Agarwal and Dean P. Foster and Daniel Hsu and Sham M. Kakade and Alexander Rakhlin},
  author_short = {Agarwal, A. and Foster, D. P. and Hsu, D. and Kakade, S. M. and Rakhlin, A.},
  bibtype = {article},
  type = {article},
  year = {2013},
  key = {dblp2391475},
  id = {dblp2391475},
  biburl = {http://www.dblp.org/rec/bibtex/journals/siamjo/AgarwalFHKR13},
  url = {http://dx.doi.org/10.1137/110850827},
  journal = {SIAM Journal on Optimization (SIAMJO)},
  pages = {213-240},
  number = {1},
  volume = {23},
  text = {SIAM Journal on Optimization (SIAMJO) 23(1):213-240 (2013)}
}

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