Related papers: Adaptive Shortest-Path Routing under Unknown and S…
We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…
We consider the classical stochastic multi-armed bandit problem with a constraint that limits the total cost incurred by switching between actions to be no larger than a given switching budget. For this problem, we prove matching upper and…
Mobile wireless network research focuses on scenarios at the extremes of the network connectivity continuum where the probability of all nodes being connected is either close to unity, assuming connected paths between all nodes (mobile ad…
This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…
In dynamic and resource-constrained environments, such as multi-hop wireless mesh networks, traditional routing protocols often falter by relying on predetermined paths that prove ineffective in unpredictable link conditions. Shortest…
We study the stochastic multi-armed bandit problem and design new policies that enjoy both worst-case optimality for expected regret and light-tailed risk for regret distribution. Specifically, our policy design (i) enjoys the worst-case…
We study bandit learning in matching markets, where players and arms constitute the two market sides, and the players' utilities are linear in the arm contexts. In each round, new arms arrive with observable contexts. Then, the algorithm…
In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…
In this paper, we consider the distributed stochastic multi-armed bandit problem, where a global arm set can be accessed by multiple players independently. The players are allowed to exchange their history of observations with each other at…
In this paper, the problem of opportunistic channel sensing and access in cognitive radio networks when the sensing is imperfect and a secondary user has limited traffic to send at a time is investigated. Primary users' statistical…
We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…
We consider a system consisting of a single transmitter/receiver pair and $N$ channels over which they may communicate. Packets randomly arrive to the transmitter's queue and wait to be successfully sent to the receiver. The transmitter may…
We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…
We consider the problem of allocating radio channels to links in a wireless network. Links interact through interference, modelled as a conflict graph (i.e., two interfering links cannot be simultaneously active on the same channel). We aim…
For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…
We study the optimal trade-off between expectation and tail risk for regret distribution in the stochastic multi-armed bandit model. We fully characterize the interplay among three desired properties for policy design: worst-case…
This paper addresses the challenge of packet-based information routing in large-scale wireless communication networks. The problem is framed as a constrained statistical learning task, where each network node operates using only local…
We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei…
The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…
In this paper, we investigate the impact of diverse user preference on learning under the stochastic multi-armed bandit (MAB) framework. We aim to show that when the user preferences are sufficiently diverse and each arm can be optimal for…