Related papers: MNL-Bandit with Knapsacks: a near-optimal algorith…

In many real-world applications such as recommendation systems, multiple learning agents must balance exploration and exploitation while maintaining safety guarantees to avoid catastrophic failures. We study the stochastic linear bandit…

An instance of the multiperiod binary knapsack problem (MPBKP) is given by a horizon length $T$, a non-decreasing vector of knapsack sizes $(c_1, \ldots, c_T)$ where $c_t$ denotes the cumulative size for periods $1,\ldots,t$, and a list of…

Reinforcement learning with multinomial logistic (MNL) function approximation has become an important framework due to its flexibility and broad applicability. While existing studies have established regret guarantees under worst-case…

Ranking algorithms are fundamental to various online platforms across e-commerce sites to content streaming services. Our research addresses the challenge of adaptively ranking items from a candidate pool for heterogeneous users, a key…

E-commerce sites strive to provide users the most timely relevant information in order to reduce shopping frictions and increase customer satisfaction. Multi armed bandit models (MAB) as a type of adaptive optimization algorithms provide…

We consider a stochastic bandit problem with countably many arms that belong to a finite set of types, each characterized by a unique mean reward. In addition, there is a fixed distribution over types which sets the proportion of each type…

We consider a stochastic inventory control problem under censored demands, lost sales, and positive lead times. This is a fundamental problem in inventory management, with significant literature establishing near-optimality of a simple…

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

We study the canonical quantity-based network revenue management (NRM) problem where the decision-maker must irrevocably accept or reject each arriving customer request with the goal of maximizing the total revenue given limited resources.…

We study reinforcement learning for episodic Markov Decision Processes (MDPs) whose transitions are modelled by a multinomial logistic (MNL) model. Existing algorithms for MNL mixture MDPs yield a regret of $\smash{\tilde{O}(dH^2\sqrt{T})}$…

The adversarial Bandit with Knapsack problem is a multi-armed bandits problem with budget constraints and adversarial rewards and costs. In each round, a learner selects an action to take and observes the reward and cost of the selected…

In many sequential decision-making problems, the individuals are split into several batches and the decision-maker is only allowed to change her policy at the end of batches. These batch problems have a large number of applications, ranging…

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Multi-item revenue-optimal mechanisms are known to be extremely complex, often offering buyers randomized lotteries of goods. In the standard buy-one model, it is known that optimal mechanisms can yield revenue infinitely higher than that…

We present a new recommendation setting for picking out two items from a given set to be highlighted to a user, based on contextual input. These two items are presented to a user who chooses one of them, possibly stochastically, with a bias…

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Bandit algorithms have various application in safety-critical systems, where it is important to respect the system constraints that rely on the bandit's unknown parameters at every round. In this paper, we formulate a linear stochastic…

This paper presents a finite-time analysis of the KL-UCB algorithm, an online, horizon-free index policy for stochastic bandit problems. We prove two distinct results: first, for arbitrary bounded rewards, the KL-UCB algorithm satisfies a…

In this paper, we consider combinatorial reinforcement learning with preference feedback, where a learning agent sequentially offers an action--an assortment of multiple items to--a user, whose preference feedback follows a multinomial…

With the transition from people's traditional `brick-and-mortar' shopping to online mobile shopping patterns in web 2.0 $\mathit{era}$, the recommender system plays a critical role in E-Commerce and E-Retails. This is especially true when…