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Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…
Exploration is a crucial aspect of bandit and reinforcement learning algorithms. The uncertainty quantification necessary for exploration often comes from either closed-form expressions based on simple models or resampling and posterior…
This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…
Recommendation systems when employed in markets play a dual role: they assist users in selecting their most desired items from a large pool and they help in allocating a limited number of items to the users who desire them the most. Despite…
Exploration-exploitation of functions, that is learning and optimizing a mapping between inputs and expected outputs, is ubiquitous to many real world situations. These situations sometimes require us to avoid certain outcomes at all cost,…
We consider a ubiquitous scenario in the Internet economy when individual decision-makers (henceforth, agents) both produce and consume information as they make strategic choices in an uncertain environment. This creates a three-way…
This paper addresses the exploration-exploitation dilemma inherent in decision-making, focusing on multi-armed bandit problems. The problems involve an agent deciding whether to exploit current knowledge for immediate gains or explore new…
Mutual relationships, such as cooperation and exploitation, are the basis of human and other biological societies. The foundations of these relationships are rooted in the decision making of individuals, and whether they choose to be…
A sequential decision-making agent balances between exploring to gain new knowledge about an environment and exploiting current knowledge to maximize immediate reward. For environments studied in the traditional literature, optimal…
Research into several aspects of robot-enabled reconnaissance of random fields is reported. The work has two major components: the underlying theory of information acquisition in the exploration of unknown fields and the results of…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…
It is common to encounter situations where one must solve a sequence of similar computational problems. Running a standard algorithm with worst-case runtime guarantees on each instance will fail to take advantage of valuable structure…
We consider a problem of finding a target located in a finite $d$-dimensional domain, using $N$ independent random walkers, when partial information on the target location is given as a probability distribution. When $N$ is large, the…
Sampling-based motion planners perform exceptionally well in robotic applications that operate in high-dimensional space. However, most works often constrain the planning workspace rooted at some fixed locations, do not adaptively reason on…
Theory purports that animal foraging choices evolve to maximize returns, such as net energy intake. Empirical research in both human and nonhuman animals reveals that individuals often attend to the foraging choices of their competitors…
Finding a target in a complex environment is a fundamental challenge in nature, from chemical reactions to sperm reaching an egg. An effective strategy to reduce the time needed to reach a target is to deploy many searchers, increasing the…
We consider the problem of optimally utilizing $N$ resources, each in an unknown binary state. The state of each resource can be inferred from state-dependent noisy measurements. Depending on its state, utilizing a resource results in…
In deep reinforcement learning (RL) research, there has been a concerted effort to design more efficient and productive exploration methods while solving sparse-reward problems. These exploration methods often share common principles (e.g.,…
What is the fastest way of finding a randomly hidden target? This question of general relevance is of vital importance for foraging animals. Experimental observations reveal that the search behaviour of foragers is generally intermittent:…
We present a simple paradigm for detection of an immobile target by a space-time coupled random walker with a finite lifetime. The motion of the walker is characterized by linear displacements at a fixed speed and exponentially distributed…