  We present Fermi Gamma-ray Burst Monitor (Fermi-GBM) and Swift Burst Alert
Telescope (Swift-BAT) searches for gamma-ray/X-ray counterparts to
gravitational wave (GW) candidate events identified during the third observing
run of the Advanced LIGO and Advanced Virgo detectors. Using Fermi-GBM on-board
triggers and sub-threshold gamma-ray burst (GRB) candidates found in the
Fermi-GBM ground analyses, the Targeted Search and the Untargeted Search, we
investigate whether there are any coincident GRBs associated with the GWs. We
also search the Swift-BAT rate data around the GW times to determine whether a
GRB counterpart is present. No counterparts are found. Using both the Fermi-GBM
Targeted Search and the Swift-BAT search, we calculate flux upper limits and
present joint upper limits on the gamma-ray luminosity of each GW. Given these
limits, we constrain theoretical models for the emission of gamma-rays from
binary black hole mergers.
