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In Reinforcement Learning the Q-learning algorithm provably converges to the optimal solution. However, as others have demonstrated, Q-learning can also overestimate the values and thereby spend too long exploring unhelpful states. Double…

Machine Learning · Computer Science 2023-03-16 David Barber

In solving the non-myopic radar scheduling for multiple smart target tracking within an active and passive radar network, we need to consider both short-term enhanced tracking performance and a higher probability of target maneuvering in…

Systems and Control · Electrical Eng. & Systems 2024-02-20 Yuhang Hao , Zengfu Wang , Jing Fu , Quan Pan

This work studies a generalized class of restless multi-armed bandits with hidden states and allow cumulative feedback, as opposed to the conventional instantaneous feedback. We call them lazy restless bandits (LRB) as the events of…

Systems and Control · Computer Science 2019-01-30 Kesav Kaza , Rahul Meshram , Varun Mehta , S. N. Merchant

LLMs are increasingly used to design reward functions based on human preferences in Reinforcement Learning (RL). We focus on LLM-designed rewards for Restless Multi-Armed Bandits, a framework for allocating limited resources among agents.…

Machine Learning · Computer Science 2025-10-22 Shresth Verma , Niclas Boehmer , Lingkai Kong , Milind Tambe

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid

Recently, there has been a surge of interest in analyzing the non-asymptotic behavior of model-free reinforcement learning algorithms. However, the performance of such algorithms in non-ideal environments, such as in the presence of…

Machine Learning · Computer Science 2024-09-06 Sreejeet Maity , Aritra Mitra

This research focuses on enhancing reinforcement learning (RL) algorithms by integrating penalty functions to guide agents in avoiding unwanted actions while optimizing rewards. The goal is to improve the learning process by ensuring that…

Machine Learning · Computer Science 2025-04-07 Sai Gana Sandeep Pula , Sathish A. P. Kumar , Sumit Jha , Arvind Ramanathan

Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…

Machine Learning · Computer Science 2012-02-20 Ananda Narayanan B , Balaraman Ravindran

Motivated by applications such as machine repair, project monitoring, and anti-poaching patrol scheduling, we study intervention planning of stochastic processes under resource constraints. This planning problem has previously been modeled…

Artificial Intelligence · Computer Science 2026-02-26 Arpita Biswas , Jackson A. Killian , Paula Rodriguez Diaz , Susobhan Ghosh , Milind Tambe

A sensing policy for the restless multi-armed bandit problem with stationary but unknown reward distributions is proposed. The work is presented in the context of cognitive radios in which the bandit problem arises when deciding which parts…

Information Theory · Computer Science 2012-11-20 Jan Oksanen , Visa Koivunen , H. Vincent Poor

Classical reinforcement learning (RL) aims to optimize the expected cumulative rewards. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative rewards. We parameterize the policy controlling…

Machine Learning · Computer Science 2022-02-17 Jinyang Jiang , Jiaqiao Hu , Yijie Peng

We present a new algorithm for the contextual bandit learning problem, where the learner repeatedly takes one of $K$ actions in response to the observed context, and observes the reward only for that chosen action. Our method assumes access…

Machine Learning · Computer Science 2014-10-15 Alekh Agarwal , Daniel Hsu , Satyen Kale , John Langford , Lihong Li , Robert E. Schapire

Nowadays, fast delivery services have created the need for high-density warehouses. The puzzle-based storage system is a practical way to enhance the storage density, however, facing difficulties in the retrieval process. In this work, a…

Machine Learning · Computer Science 2022-02-09 Jing He , Xinglu Liu , Qiyao Duan , Wai Kin Victor Chan , Mingyao Qi

While many multi-armed bandit algorithms assume that rewards for all arms are constant across rounds, this assumption does not hold in many real-world scenarios. This paper considers the setting of recovering bandits (Pike-Burke &…

Machine Learning · Computer Science 2024-03-19 Yuto Tanimoto , Kenji Fukumizu

We study a multi-armed bandit problem where the rewards exhibit regime switching. Specifically, the distributions of the random rewards generated from all arms are modulated by a common underlying state modeled as a finite-state Markov…

Machine Learning · Computer Science 2021-02-02 Xiang Zhou , Yi Xiong , Ningyuan Chen , Xuefeng Gao

We consider a multi-armed bandit setting where, at the beginning of each round, the learner receives noisy independent, and possibly biased, \emph{evaluations} of the true reward of each arm and it selects $K$ arms with the objective of…

Machine Learning · Computer Science 2022-04-13 Evrard Garcelon , Vashist Avadhanula , Alessandro Lazaric , Matteo Pirotta

We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when…

Machine Learning · Computer Science 2019-07-12 Elad Sarafian , Aviv Tamar , Sarit Kraus

We consider the problem of learning the optimal threshold policy for control problems. Threshold policies make control decisions by evaluating whether an element of the system state exceeds a certain threshold, whose value is determined by…

Machine Learning · Computer Science 2022-09-30 Khaled Nakhleh , I-Hong Hou

Reinforcement learning has shown great promise in robotics thanks to its ability to develop efficient robotic control procedures through self-training. In particular, reinforcement learning has been successfully applied to solving the…

Robotics · Computer Science 2020-11-12 Pierre Aumjaud , David McAuliffe , Francisco Javier Rodríguez Lera , Philip Cardiff

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott
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