Related papers: Simulation Based Algorithms for Markov Decision Pr…

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

The Rising Multi-Armed Bandit (RMAB) framework models environments where expected rewards of arms increase with plays, which models practical scenarios where performance of each option improves with the repeated usage, such as in robotics…

In the regret-based formulation of Multi-armed Bandit (MAB) problems, except in rare instances, much of the literature focuses on arms with i.i.d. rewards. In this paper, we consider the problem of obtaining regret guarantees for MAB…

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

This paper surveys recent work by the author on the theoretical and algorithmic aspects of restless bandit indexation as well as on its application to a variety of problems involving the dynamic allocation of priority to multiple stochastic…

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…

UCT, a state-of-the art algorithm for Monte Carlo tree search (MCTS) in games and Markov decision processes, is based on UCB, a sampling policy for the Multi-armed Bandit problem (MAB) that minimizes the cumulative regret. However, search…

We study the asymptotic optimal control of multi-class restless bandits. A restless bandit is a controllable stochastic process whose state evolution depends on whether or not the bandit is made active. Since finding the optimal control is…

In this paper, we present an online reinforcement learning algorithm, called Renewal Monte Carlo (RMC), for infinite horizon Markov decision processes with a designated start state. RMC is a Monte Carlo algorithm and retains the advantages…

In this paper,we consider the restless bandit problem, which is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. However, it is known be PSPACE-Hard to approximate to…

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…

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

We consider a system with a local cache connected to a backend server and an end user population. A set of contents are stored at the the server where they continuously get updated. The local cache keeps copies, potentially stale, of a…

We study the stochastic multi-armed bandit (MAB) problem where an underlying network structure enables side-observations across related actions. We use a bipartite graph to link actions to a set of unknowns, such that selecting an action…

In this paper we propose a flexible and efficient framework for handling multi-armed bandits, combining sequential Monte Carlo algorithms with hierarchical Bayesian modeling techniques. The framework naturally encompasses restless bandits,…

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

A key feature of sequential decision making under uncertainty is a need to balance between exploiting--choosing the best action according to the current knowledge, and exploring--obtaining information about values of other actions. The…

Maneuver decision-making can be regarded as a Markov decision process and can be address by reinforcement learning. However, original reinforcement learning algorithms can hardly solve the maneuvering decision-making problem. One reason is…