Calculus and linear algebra are two dominant themes in contemporary mathematics and its applications. The aim of this book is to introduce linear algebra in an intuitive geometric setting as the study of linear maps and to use these simpler linear functions to study more complicated nonlinear functions. In this way, many of the ideas, techniques, and formulas in the calculus of several variables are clarified and understood in a more conceptual way. After using this text a student should be well prepared for subsequent advanced courses in both algebra and linear differential equations as well as the many applications where linearity and its interplay with nonlinearity are significant. This second edition has been revised to clarify the concepts. Many exercises and illustrations have been included to make the text more usable for students.

Our purpose in writing this monograph is to give a comprehensive treatment of the subject. We define bandit problems and give the necessary foundations in Chapter 2. Many of the important results that have appeared in the literature are presented in later chapters; these are interspersed with new results. We give proofs unless they are very easy or the result is not used in the sequel. We have simplified a number of arguments so many of the proofs given tend to be conceptual rather than calculational. All results given have been incorporated into our style and notation. The exposition is aimed at a variety of types of readers. Bandit problems and the associated mathematical and technical issues are developed from first principles. Since we have tried to be comprehens ive the mathematical level is sometimes advanced; for example, we use measure-theoretic notions freely in Chapter 2. But the mathema tically uninitiated reader can easily sidestep such discussion when it occurs in Chapter 2 and elsewhere. We have tried to appeal to graduate students and professionals in engineering, biometry, econ omics, management science, and operations research, as well as those in mathematics and statistics. The monograph could serve as a reference for professionals or as a telA in a semester or year-long graduate level course."