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While recommendation systems generally observe user behavior passively, there has been an increased interest in directly querying users to learn their specific preferences. In such settings, considering queries at different levels of…

Machine Learning · Computer Science 2018-12-03 Yuheng Bu , Kevin Small

Multi-armed bandit problems (MABPs) are a special type of optimal control problem well suited to model resource allocation under uncertainty in a wide variety of contexts. Since the first publication of the optimal solution of the classic…

Methodology · Statistics 2015-07-30 Sofía S. Villar , Jack Bowden , James Wason

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…

Neural and Evolutionary Computing · Computer Science 2023-02-16 Deniz Preil , Michael Krapp

The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…

Optimization and Control · Mathematics 2012-03-22 Eric V. Denardo , Eugene A. Feinberg , Uriel G. Rothblum

We introduce Flickering Multi-Armed Bandits (FMAB) to model sequential decision-making in environments with changing action availability, where accessibility of the next action is restricted to a subset dependent on the agent's current…

Machine Learning · Computer Science 2026-04-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…

Machine Learning · Computer Science 2017-05-15 Djallel Bouneffouf , Raphaël Feraud

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…

Machine Learning · Computer Science 2022-04-29 Xuchuang Wang , Hong Xie , John C. S. Lui

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Machine Learning · Computer Science 2023-07-21 Thomas M. McDonald , Lucas Maystre , Mounia Lalmas , Daniel Russo , Kamil Ciosek

The interactive recommender systems involve users in the recommendation procedure by receiving timely user feedback to update the recommendation policy. Therefore, they are widely used in real application scenarios. Previous interactive…

Information Retrieval · Computer Science 2020-12-25 Qinxu Ding , Yong Liu , Chunyan Miao , Fei Cheng , Haihong Tang

Restless Multi-Armed Bandits (RMAB) is an apt model to represent decision-making problems in public health interventions (e.g., tuberculosis, maternal, and child care), anti-poaching planning, sensor monitoring, personalized recommendations…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…

Machine Learning · Computer Science 2023-12-25 Shufan Wang , Guojun Xiong , Jian Li

Many real-world problems like Social Influence Maximization face the dilemma of choosing the best $K$ out of $N$ options at a given time instant. This setup can be modeled as a combinatorial bandit which chooses $K$ out of $N$ arms at each…

Machine Learning · Computer Science 2021-10-12 Mridul Agarwal , Vaneet Aggarwal , Christopher J. Quinn , Abhishek K. Umrawal

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

Multi-armed bandits (MAB) and causal MABs (CMAB) are established frameworks for decision-making problems. The majority of prior work typically studies and solves individual MAB and CMAB in isolation for a given problem and associated data.…

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

While significant progress has been made in designing algorithms that minimize regret in online decision-making, real-world scenarios often introduce additional complexities, perhaps the most challenging of which is missing outcomes.…

Machine Learning · Statistics 2024-11-11 Ilia Mahrooghi , Mahshad Moradi , Sina Akbari , Negar Kiyavash

Various approaches have emerged for multi-armed bandits in distributed systems. The multiplayer dueling bandit problem, common in scenarios with only preference-based information like human feedback, introduces challenges related to…

Machine Learning · Computer Science 2025-04-24 Or Raveh , Junya Honda , Masashi Sugiyama

Combinatorial bandits extend the classical bandit framework to settings where the learner selects multiple arms in each round, motivated by applications such as online recommendation and assortment optimization. While extensions of upper…

Machine Learning · Computer Science 2025-10-29 Yuxiao Wen , Yanjun Han , Zhengyuan Zhou