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In order to enhance the anti-jamming capability of aeronautic swarm tactical network in the complicated electromagnetic environment, we address the problem of bandit-based cognitive anti-jamming strategy for enabling reliable information transmission. We first present an adversarial multiuser multi-armed bandit model for the aeronautic swarm network employing airborne cognitive radios with the same-frequency simultaneous transmit and receive feature. Then, we utilize the improved energy detection method to perform jamming sensing and derive the closed expression of false alarm probability, false detection probability, and the optimal decision threshold in the case of single and multi-jammer. Finally, using the jamming sensing output to calculate reward and with the objective of maximizing the throughput of each airborne radio, a decentralized selfish doubling trick kl-UCB++ anti-jamming strategy is developed to allocate an optimal configuration of transmitting power and spectrum channel to each radio. This anytime bandit strategy is simultaneously minimaxed optimal and asymptotically optimal. The simulation results validate that the aggregate average throughput, cumulative regret obtained with the proposed anti-jamming strategy outperform the well-known UCB, kl-UCB++ bandit algorithm.