Building multi-domain AI agents is a challenging task and an open problem in the area of AI. Within the domain of dialog, the ability to orchestrate multiple independently trained dialog agents, or skills, to create a unified system is of particular significance. In this work, we study the task of online posterior dialog orchestration, where we define posterior orchestration as the task of selecting a subset of skills which most appropriately answer a user input using features extracted from both the user input and the individual skills. To account for the various costs associated with extracting skill features, we consider online posterior orchestration under a skill execution budget. We formalize this setting as Context Attentive Bandit with Observations (CABO), a variant of context attentive bandits, and evaluate it on proprietary conversational datasets.