Related papers: A General Framework of Multi-Armed Bandit Processe…
Multi-armed bandits a simple but very powerful framework for algorithms that make decisions over time under uncertainty. An enormous body of work has accumulated over the years, covered in several books and surveys. This book provides a…
Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…
This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. The introduced framework subsumes the various existing…
We study fairness within the stochastic, \emph{multi-armed bandit} (MAB) decision making framework. We adapt the fairness framework of "treating similar individuals similarly" to this setting. Here, an `individual' corresponds to an arm and…
Restless multi-armed bandits (RMAB) is a framework for allocating limited resources under uncertainty. It is an extremely useful model for monitoring beneficiaries and executing timely interventions to ensure maximum benefit in public…
The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…
We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…
In recent years, the integration of communication and control systems has gained significant traction in various domains, ranging from autonomous vehicles to industrial automation and beyond. Multi-armed bandit (MAB) algorithms have proven…
This paper presents new deviation inequalities that are valid uniformly in time under adaptive sampling in a multi-armed bandit model. The deviations are measured using the Kullback-Leibler divergence in a given one-dimensional exponential…
We consider the classical stochastic multi-armed bandit problem with a constraint that limits the total cost incurred by switching between actions to be no larger than a given switching budget. For this problem, we prove matching upper and…
In multi-armed bandits, the tasks of reward maximization and pure exploration are often at odds with each other. The former focuses on exploiting arms with the highest means, while the latter may require constant exploration across all…
Motivated by applications in energy management, this paper presents the Multi-Armed Risk-Aware Bandit (MARAB) algorithm. With the goal of limiting the exploration of risky arms, MARAB takes as arm quality its conditional value at risk. When…
In Batched Multi-Armed Bandits (BMAB), the policy is not allowed to be updated at each time step. Usually, the setting asserts a maximum number of allowed policy updates and the algorithm schedules them so that to minimize the expected…
We study the problem of online clustering of data sequences in the multi-armed bandit (MAB) framework under the fixed-confidence setting. There are $M$ arms, each providing i.i.d. samples from a parametric distribution whose parameters are…
Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and a variety of other settings. In many of these applications, the main goal is not to precisely estimate a treatment effect, but to demonstrate…
We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of…
The Whittle index for restless bandits (two-action semi-Markov decision processes) provides an intuitively appealing optimal policy for controlling a single generic project that can be active (engaged) or passive (rested) at each decision…
Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…
Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…
Restless Multi-Armed Bandits (RMAB) is an apt model to represent decision-making problems in public health interventions (e.g., tuberculosis, maternal, and child care), anti-poaching planning, sensor monitoring, personalized recommendations…