Convex Optimization: Algorithms and Complexity

S. Bubeck In Foundations and Trends in Machine Learning, Vol. 8: No. 3-4, pp 231-357, 2015 [pdf] [Link to buy a book version]

Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems

S. Bubeck and N. Cesa-Bianchi In Foundations and Trends in Machine Learning, Vol 5: No 1, 1-122, 2012 [pdf] [Link to buy a book version, discount code: MAL022024]