Related papers: Two-Armed Restless Bandits with Imperfect Informat…

This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…

I analyse the frequentist regret of the famous Gittins index strategy for multi-armed bandits with Gaussian noise and a finite horizon. Remarkably it turns out that this approach leads to finite-time regret guarantees comparable to those…

We consider a class of restless bandit problems that finds a broad application area in reinforcement learning and stochastic optimization. We consider $N$ independent discrete-time Markov processes, each of which had two possible states: 1…

Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…

Over the past few years, the multi-armed bandit model has become increasingly popular in the machine learning community, partly because of applications including online content optimization. This paper reviews two different sequential…

The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption that the distributions have moments of order 1+\epsilon,…

Modifying the reward-biased maximum likelihood method originally proposed in the adaptive control literature, we propose novel learning algorithms to handle the explore-exploit trade-off in linear bandits problems as well as generalized…

Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…

We study a grouped bandit setting where each arm comprises multiple independent sub-arms referred to as attributes. Each attribute of each arm has an independent stochastic reward. We impose the constraint that for an arm to be deemed…

Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning…

We study contextual bandits with finitely many actions in which the reward of each arm follows a single-index model with an arm-specific index parameter and an unknown nonparametric link function. We consider a regime in which arms…

We consider a learning problem for the stable marriage model under unknown preferences for the left side of the market. We focus on the centralized case, where at each time step, an online platform matches the agents, and obtains a noisy…

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…

We analyze undiscounted continuous-time games of strategic experimentation with two-armed bandits. The risky arm generates payoffs according to a L\'{e}vy process with an unknown average payoff per unit of time which nature draws from an…

Partially observable restless multi-armed bandits have found numerous applications including in recommendation systems, communication systems, public healthcare outreach systems, and in operations research. We study multi-action partially…

In many online learning or multi-armed bandit problems, the taken actions or pulled arms are ordinal and required to be monotone over time. Examples include dynamic pricing, in which the firms use markup pricing policies to please early…

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Stochastic multi-armed bandits form a class of online learning problems that have important applications in online recommendation systems, adaptive medical treatment, and many others. Even though potential attacks against these learning…

Motivated by the fact that humans like some level of unpredictability or novelty, and might therefore get quickly bored when interacting with a stationary policy, we introduce a novel non-stationary bandit problem, where the expected reward…

Traditionally, when recommender systems are formalized as multi-armed bandits, the policy of the recommender system influences the rewards accrued, but not the length of interaction. However, in real-world systems, dissatisfied users may…