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In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2008-09-30 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…

Machine Learning · Computer Science 2021-10-12 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek K. Umrawal

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

To achieve high data rates and better connectivity in future communication networks, the deployment of different types of access points (APs) is underway. In order to limit human intervention and reduce costs, the APs are expected to be…

Signal Processing · Electrical Eng. & Systems 2021-01-19 Marie Josepha Youssef , Venugopal V. Veeravalli , Joumana Farah , Charbel Abdel Nour , Catherine Douillard

This master's thesis discusses an important issue regarding how algorithmic decision making (ADM) is used in crime forecasting. In America forecasting tools are widely used by judiciary systems for making decisions about risk offenders…

Computers and Society · Computer Science 2018-04-06 Tobias D. Krafft

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

This paper studies restless multi-armed bandit (RMAB) problems with unknown arm transition dynamics but with known correlated arm features. The goal is to learn a model to predict transition dynamics given features, where the Whittle index…

Machine Learning · Computer Science 2023-08-15 Kai Wang , Shresth Verma , Aditya Mate , Sanket Shah , Aparna Taneja , Neha Madhiwalla , Aparna Hegde , Milind Tambe

The performance of computer networks relies on how bandwidth is shared among different flows. Fair resource allocation is a challenging problem particularly when the flows evolve over time. To address this issue, bandwidth sharing…

Networking and Internet Architecture · Computer Science 2018-09-24 Zaid Allybokus , Konstantin Avrachenkov , Jérémie Leguay , Lorenzo Maggi

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

Machine Learning · Computer Science 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Advanced Air Mobility (AAM) is the next generation of air transportation that includes new entrants such as electric vertical takeoff and landing (eVTOL) aircraft, increasingly autonomous flight operations, and small UAS package delivery.…

Machine Learning · Computer Science 2023-11-21 Luis E. Alvarez , Marc W. Brittain , Kara Breeden

In this paper we demonstrate a novel alternating direction method of multipliers (ADMM) algorithm for the solution of the hybrid vehicle energy management problem considering both power split and engine on/off decisions. The solution of a…

Optimization and Control · Mathematics 2019-05-30 Sebastian East , Mark Cannon

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

Machine Learning · Computer Science 2026-05-04 Zichun Ye , Runqi Wang , Xuchuang Wang , Xutong Liu , Shuai Li , Mohammad Hajiesmaili

We introduce a new class of automated market maker (AMM), the \emph{partially active automated market maker} (PA-AMM). PA-AMM divides its reserves into two parts, the active and the passive parts, and uses only the active part for trading.…

Mathematical Finance · Quantitative Finance 2026-02-11 Sunghun Ko

The multi-armed bandit(MAB) is a classical sequential decision problem. Most work requires assumptions about the reward distribution (e.g., bounded), while practitioners may have difficulty obtaining information about these distributions to…

Machine Learning · Computer Science 2023-12-14 Han Qi , Fei Guo , Li Zhu

This paper proposes a general framework of multi-armed bandit (MAB) processes by introducing a type of restrictions on the switches among arms evolving in continuous time. The Gittins index process is constructed for any single arm subject…

Probability · Mathematics 2021-12-28 Wenqing Bao , Xiaoqiang Cai , Xianyi Wu

Scheduling fast uplink grant transmissions for machine type communications (MTCs) is one of the main challenges of future wireless systems. In this paper, a novel fast uplink grant scheduling method based on the theory of multi-armed…

Information Theory · Computer Science 2018-11-01 Samad Ali , Aidin Ferdowsi , Walid Saad , Nandana Rajatheva , Jussi Haapola

Machine learning has been making great success in many application areas. However, for the non-expert practitioners, it is always very challenging to address a machine learning task successfully and efficiently. Finding the optimal machine…

Machine Learning · Computer Science 2025-08-08 Guanghui Zhu , Xin Fang , Feng Cheng , Lei Wang , Wenzhong Chen , Chunfeng Yuan , Yihua Huang

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

Machine Learning · Computer Science 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli