Related papers: A General Framework of Multi-Armed Bandit Processe…

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

We consider a class of restless multi-armed bandit problems (RMBP) that arises in dynamic multichannel access, user/server scheduling, and optimal activation in multi-agent systems. For this class of RMBP, we establish the indexability and…

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…

In this paper, we study censored Semi-Bandits, a novel variant of the semi-bandits problem. The learner is assumed to have a fixed amount of resources, which it allocates to the arms at each time step. The loss observed from an arm is…

Quantum reinforcement learning has emerged as a framework combining quantum computation with sequential decision-making, and applications to the multi-armed bandit (MAB) problem have been reported. The graph bandit problem extends the MAB…

The restless multi-armed bandit problem is a paradigmatic modeling framework for optimal dynamic priority allocation in stochastic models of wide-ranging applications that has been widely investigated and applied since its inception in a…

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…

Restless Multi-Armed Bandits (RMABs) are powerful models for decision-making under uncertainty, yet classical formulations typically assume fixed dynamics, an assumption often violated in nonstationary environments. We introduce MARBLE…

In a fixed-confidence pure exploration problem in stochastic multi-armed bandits, an algorithm iteratively samples arms and should stop as early as possible and return the correct answer to a query about the arms distributions. We are…

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…

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,…

In this paper, we study a non-stationary stochastic bandit problem, which generalizes the switching bandit problem. On top of the switching bandit problem (\textbf{Case a}), we are interested in three concrete examples: (\textbf{b}) the…

The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature. Existing results relate in precise ways the sign and…

This paper presents a new \emph{fast-pivoting} algorithm that computes the $n$ Gittins index values of an $n$-state bandit -- in the discounted and undiscounted cases -- by performing $(2/3) n^3 + O(n^2)$ arithmetic operations, thus…

A recent line of research focuses on the study of the stochastic multi-armed bandits problem (MAB), in the case where temporal correlations of specific structure are imposed between the player's actions and the reward distributions of the…

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…

The challenge of effectively transferring knowledge across multiple tasks is of critical importance and is also present in downstream tasks with foundation models. However, the nature of transfer, its transitive-intransitive nature, is…

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

A standard assumption adopted in the multi-armed bandit (MAB) framework is that the mean rewards are constant over time. This assumption can be restrictive in the business world as decision-makers often face an evolving environment where…

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…