Related papers: Blending Controllers via Multi-Objective Bandits

We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…

The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…

We study a Combinatorial Multi-Bandit Problem motivated by applications in energy systems management. Given multiple probabilistic multi-arm bandits with unknown outcome distributions, the task is to optimize the value of a combinatorial…

The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

We study a novel multi-armed bandit problem that models the challenge faced by a company wishing to explore new strategies to maximize revenue whilst simultaneously maintaining their revenue above a fixed baseline, uniformly over time.…

While artificial-intelligence-based methods suffer from lack of transparency, rule-based methods dominate in safety-critical systems. Yet, the latter cannot compete with the first ones in robustness to multiple requirements, for instance,…

We study the problem of federated stochastic multi-arm contextual bandits with unknown contexts, in which M agents are faced with different bandits and collaborate to learn. The communication model consists of a central server and the…

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward function of the arms it…

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

Contextual Multi-Armed Bandits is a well-known and accepted online optimization algorithm, that is used in many Web experiences to tailor content or presentation to users' traffic. Much has been published on theoretical guarantees (e.g.…

We study the problem of multi-agent coordination in unpredictable and partially observable environments, that is, environments whose future evolution is unknown a priori and that can only be partially observed. We are motivated by the…

We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Multi-Objective Learning Model Predictive Control is a novel data-driven control scheme which improves a linear system's closed-loop performance with respect to several convex control objectives over iterations of a repeated task. At each…

We consider the stochastic linear (multi-armed) contextual bandit problem with the possibility of hidden simple multi-armed bandit structure in which the rewards are independent of the contextual information. Algorithms that are designed…

Most bandit policies are designed to either minimize regret in any problem instance, making very few assumptions about the underlying environment, or in a Bayesian sense, assuming a prior distribution over environment parameters. The former…

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Logistic Bandits have recently undergone careful scrutiny by virtue of their combined theoretical and practical relevance. This research effort delivered statistically efficient algorithms, improving the regret of previous strategies by…

Determining the optimal cost function parameters of Model Predictive Control (MPC) to optimize multiple control objectives is a challenging and time-consuming task. Multiobjective Bayesian Optimization (BO) techniques solve this problem by…

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…