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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…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

In pay-per click sponsored search auctions which are currently extensively used by search engines, the auction for a keyword involves a certain number of advertisers (say k) competing for available slots (say m) to display their ads. This…

Computer Science and Game Theory · Computer Science 2010-01-17 Akash Das Sarma , Sujit Gujar , Y. Narahari

The multi-armed bandit (MAB) models have attracted significant research attention due to their applicability and effectiveness in various real-world scenarios such as resource allocation, online advertising, and dynamic pricing. As an…

Machine Learning · Computer Science 2024-02-13 Yandi Li , Jianxiong Guo , Yupeng Li , Tian Wang , Weijia Jia

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

Thompson sampling is one of the earliest randomized algorithms for multi-armed bandits (MAB). In this paper, we extend the Thompson sampling to Budgeted MAB, where there is random cost for pulling an arm and the total cost is constrained by…

Machine Learning · Computer Science 2015-05-04 Yingce Xia , Haifang Li , Tao Qin , Nenghai Yu , Tie-Yan Liu

The batched multi-armed bandit (MAB) problem, in which rewards are collected in batches, is crucial for applications such as clinical trials. Existing research predominantly assumes light-tailed reward distributions, yet many real-world…

Machine Learning · Computer Science 2026-03-24 Yunwen Guo , Yunlun Shu , Gongyi Zhuo , Tianyu Wang

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

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…

Machine Learning · Computer Science 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…

Machine Learning · Computer Science 2025-11-18 Linfeng Cao , Ming Shi , Ness B. Shroff

We study a distributed decision-making problem in which multiple agents face the same multi-armed bandit (MAB), and each agent makes sequential choices among arms to maximize its own individual reward. The agents cooperate by sharing their…

Optimization and Control · Mathematics 2020-08-13 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We study the stochastic multi-armed bandit (MAB) problem in the presence of side-observations across actions that occur as a result of an underlying network structure. In our model, a bipartite graph captures the relationship between…

Machine Learning · Computer Science 2017-07-14 Swapna Buccapatnam , Fang Liu , Atilla Eryilmaz , Ness B. Shroff

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

Machine Learning · Statistics 2015-12-25 Yahel David , Nahum Shimkin

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

In this paper we investigate the problem of stochastic multi-armed bandits (MAB) in the (local) differential privacy (DP/LDP) model. Unlike previous results that assume bounded/sub-Gaussian reward distributions, we focus on the setting…

Machine Learning · Computer Science 2022-03-25 Youming Tao , Yulian Wu , Peng Zhao , Di Wang

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

Machine Learning · Computer Science 2026-05-14 Mohammad Pedramfar , Siamak Ravanbakhsh

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

Machine Learning · Computer Science 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar
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