Related papers: Structure and Optimality of Myopic Policy in Oppor…

The dynamic allocation problem, also known as the `multi-armed bandit' problem, simulates a situation in which an agent is faced with a tradeoff between actions that yield an immediate reward and actions whose benefits can only be perceived…

We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditional static multi-armed bandit problem, this setting allows…

In a multi-armed bandit (MAB) problem, an online algorithm makes a sequence of choices. In each round it chooses from a time-invariant set of alternatives and receives the payoff associated with this alternative. While the case of small…

Model selection in contextual bandits is an important complementary problem to regret minimization with respect to a fixed model class. We consider the simplest non-trivial instance of model-selection: distinguishing a simple multi-armed…

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

In this paper, we consider the multichannel rendezvous problem in cognitive radio networks (CRNs) where the probability that two users hopping on the same channel have a successful rendezvous is a function of channel states. The channel…

Although the classical version of the Multi-Armed Bandits (MAB) framework has been applied successfully to several practical problems, in many real-world applications, the possible actions are not presented to the learner simultaneously,…

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

We consider a restless multi-armed bandit in which each arm can be in one of two states. When an arm is sampled, the state of the arm is not available to the sampler. Instead, a binary signal with a known randomness that depends on the…

We consider a cognitive radio network with multiple primary users (PUs) and one secondary user (SU), where a spectrum server is utilized for spectrum sensing and scheduling the SU to transmit over one of the PU channels opportunistically.…

Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to send to customers, as well as selecting which medication to…

Contextual multi-armed bandits are classical models in reinforcement learning for sequential decision-making associated with individual information. A widely-used policy for bandits is Thompson Sampling, where samples from a data-driven…

This paper focuses on the problem of automatic link selection in multi-channel multiple access control using bandit feedback. In particular, a controller assigns multiple users to multiple channels in a time-slotted system, where in each…

We consider a system of multiple sources, a single communication channel, and a single monitoring station. Each source measures a time-varying quantity with varying levels of accuracy and one of them sends its update to the monitoring…

We consider the problem of reliable communication over a network containing a hidden {\it myopic} adversary who can eavesdrop on some $z_{ro}$ links, jam some $z_{wo}$ links, and do both on some $z_{rw}$ links. We provide the first…

Age-of-Information (AoI) is a critical metric for network applications. Existing works mostly address optimization with homogeneous AoI requirements, which is different from practice. In this work, we optimize uplink scheduling for an…

In restless bandits, a central agent is tasked with optimally distributing limited resources across several bandits (arms), with each arm being a Markov decision process. In this work, we generalize the traditional restless bandits problem…

We consider the problem of minimizing the age of information when a source can transmit status updates over two heterogeneous channels. Our work is motivated by recent developments in 5G mmWave technology, where transmissions may occur over…