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In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are $N$ arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A player seeks to activate $K \geq 1$ arms at each time in order…

Optimization and Control · Mathematics 2011-12-25 Wenhan Dai , Yi Gai , Bhaskar Krishnamachari , Qing Zhao

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

Machine Learning · Statistics 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are $N$ arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A player seeks to activate $K \geq 1$ arms at each time in order…

Optimization and Control · Mathematics 2010-11-23 Wenhan Dai , Yi Gai , Bhaskar Krishnamachari , Qing Zhao

Although Multi Armed Bandit (MAB) on one hand and the policy gradient approach on the other hand are among the most used frameworks of Reinforcement Learning, the theoretical properties of the policy gradient algorithm used for MAB have not…

Machine Learning · Statistics 2026-01-06 Stefana Anita , Gabriel Turinici

We introduce Coarse Q-learning (CQL), a reinforcement-learning model for bandit problems with stochastically varying menus. Alternatives are exogenously partitioned into similarity classes, and feedback from sampled alternatives is pooled…

Theoretical Economics · Economics 2026-05-13 Philippe Jehiel , Aviman Satpathy

We study the Lagrangian Index Policy (LIP) for restless multi-armed bandits with long-run average reward. In particular, we compare the performance of LIP with the performance of the Whittle Index Policy (WIP), both heuristic policies known…

Machine Learning · Computer Science 2026-01-01 Konstantin Avrachenkov , Vivek S. Borkar , Pratik Shah

Although Multi-Agent Reinforcement Learning (MARL) is effective for complex multi-robot tasks, it suffers from low sample efficiency and requires iterative manual reward tuning. Large Language Models (LLMs) have shown promise in…

Robotics · Computer Science 2025-06-04 Guobin Zhu , Rui Zhou , Wenkang Ji , Shiyu Zhao

Online restless multi-armed bandits (RMABs) typically assume that each arm follows a stationary Markov Decision Process (MDP) with fixed state transitions and rewards. However, in real-world applications like healthcare and recommendation…

Machine Learning · Computer Science 2025-08-15 Yu-Heng Hung , Ping-Chun Hsieh , Kai Wang

We consider finite state restless multi-armed bandit problem. The decision maker can act on M bandits out of N bandits in each time step. The play of arm (active arm) yields state dependent rewards based on action and when the arm is not…

Machine Learning · Computer Science 2023-05-02 Vishesh Mittal , Rahul Meshram , Deepak Dev , Surya Prakash

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

Machine Learning · Computer Science 2026-04-07 Jiamin Xu , Ivan Nazarov , Aditya Rastogi , África Periáñez , Kyra Gan

We consider the channel access problem in a multi-channel opportunistic communication system with imperfect channel sensing, where the state of each channel evolves as a non independent and identically distributed Markov process. This…

Systems and Control · Computer Science 2015-06-05 Kehao Wang , Lin Chen , Quan Liu , Khaldoun Al Agha

We study \emph{multi-armed bandits} (MABs) augmented with \emph{best-action queries}, in which the learner may additionally query an oracle that reveals the best arm in the current round. This setting was recently characterized by Russo et…

Machine Learning · Computer Science 2026-05-12 Francesco Bacchiocchi , Matteo Castiglioni , Alberto Marchesi , Francesco Emanuele Stradi

As next generation cellular networks become denser, associating users with the optimal base stations at each time while ensuring no base station is overloaded becomes critical for achieving stable and high network performance. We propose…

Signal Processing · Electrical Eng. & Systems 2024-12-31 Alireza Alizadeh , Byungju Lim , Mai Vu

Selecting the best large language model (LLM) for a fixed benchmark is often expensive, since exhaustive evaluation requires running every model on every example. Multi-armed bandit (MAB) algorithms can reduce the number of LLM calls by…

Machine Learning · Computer Science 2026-05-12 Elad Tolochinsky , Yaniv Tenzer , Yaniv Romano

The exploration-exploitation dilemma has been a central challenge in reinforcement learning (RL) with complex model classes. In this paper, we propose a new algorithm, Monotonic Q-Learning with Upper Confidence Bound (MQL-UCB) for RL with…

Machine Learning · Computer Science 2025-10-06 Heyang Zhao , Jiafan He , Quanquan Gu

We develop a Multi-Agent Reinforcement Learning (MARL) method to learn scalable control policies for target tracking. Our method can handle an arbitrary number of pursuers and targets; we show results for tasks consisting up to 1000…

Multiagent Systems · Computer Science 2021-11-11 Christopher D. Hsu , Heejin Jeong , George J. Pappas , Pratik Chaudhari

Restless multi-armed bandits (RMAB) has been widely used to model constrained sequential decision making problems, where the state of each restless arm evolves according to a Markov chain and each state transition generates a scalar reward.…

Machine Learning · Computer Science 2025-07-18 Guojun Xiong , Ujwal Dinesha , Debajoy Mukherjee , Jian Li , Srinivas Shakkottai

Decentralized learning has shown great promise for cooperative multi-agent reinforcement learning (MARL). However, non-stationarity remains a significant challenge in fully decentralized learning. In the paper, we tackle the…

Machine Learning · Computer Science 2023-02-08 Kefan Su , Siyuan Zhou , Jiechuan Jiang , Chuang Gan , Xiangjun Wang , Zongqing Lu

Offline multi-agent reinforcement learning (MARL) faces a critical challenge: the joint action space grows exponentially with the number of agents, making dataset coverage exponentially sparse and out-of-distribution (OOD) joint actions…

Machine Learning · Computer Science 2026-03-31 Yue Jin , Giovanni Montana

We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…

Machine Learning · Computer Science 2025-08-04 Robin Schmucker , Nimish Pachapurkar , Shanmuga Bala , Miral Shah , Tom Mitchell
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