Related papers: Multi-objective Contextual Multi-armed Bandit with…
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…
The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…
Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…
Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…
We investigate the problem of maximizing social welfare while ensuring fairness in a multi-agent multi-armed bandit (MA-MAB) setting. In this problem, a centralized decision-maker takes actions over time, generating random rewards for…
In this paper, we investigate the problem of beam alignment in millimeter wave (mmWave) systems, and design an optimal algorithm to reduce the overhead. Specifically, due to directional communications, the transmitter and receiver beams…
This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…
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,…
Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…
We study a general multi-dueling bandit problem, where an agent compares multiple options simultaneously and aims to minimize the regret due to selecting suboptimal arms. This setting generalizes the traditional two-dueling bandit problem…
We consider the scheduling problem concerning N projects. Each project evolves as a multi-state Markov process. At each time instant, one project is scheduled to work, and some reward depending on the state of the chosen project is…
Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…
For the stochastic multi-armed bandit (MAB) problem from a constrained model that generalizes the classical one, we show that an asymptotic optimality is achievable by a simple strategy extended from the $\epsilon_t$-greedy strategy. We…
Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…
The combinatorial multi-armed bandit (CMAB) is a fundamental sequential decision-making framework, extensively studied over the past decade. However, existing work primarily focuses on the online setting, overlooking the substantial costs…
While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…
We consider the problem of stochastic $K$-armed dueling bandit in the contextual setting, where at each round the learner is presented with a context set of $K$ items, each represented by a $d$-dimensional feature vector, and the goal of…
In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…
We investigate a Bayesian $k$-armed bandit problem in the \emph{many-armed} regime, where $k \geq \sqrt{T}$ and $T$ represents the time horizon. Initially, and aligned with recent literature on many-armed bandit problems, we observe that…
We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…