Related papers: A Lyapunov-Based Methodology for Constrained Optim…

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…

We address a generalization of the bandit with knapsacks problem, where a learner aims to maximize rewards while satisfying an arbitrary set of long-term constraints. Our goal is to design best-of-both-worlds algorithms that perform…

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

We consider the problem of controlling a known linear dynamical system under stochastic noise, adversarially chosen costs, and bandit feedback. Unlike the full feedback setting where the entire cost function is revealed after each decision,…

In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with…

We study contextual bandits with budget and time constraints, referred to as constrained contextual bandits.The time and budget constraints significantly complicate the exploration and exploitation tradeoff because they introduce complex…

We consider the linear contextual bandit problem with resource consumption, in addition to reward generation. In each round, the outcome of pulling an arm is a reward as well as a vector of resource consumptions. The expected values of…

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as…

In this paper, we consider the problem of sleeping bandits with stochastic action sets and adversarial rewards. In this setting, in contrast to most work in bandits, the actions may not be available at all times. For instance, some products…

In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

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…

In several applications of the stochastic multi-armed bandit problem, the traditional objective of maximizing the expected total reward can be inappropriate. In this paper, motivated by certain operational concerns in online platforms, we…

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

In this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…

We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…