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Restless Multi-Armed Bandits (RMABs) are powerful models for decision-making under uncertainty, yet classical formulations typically assume fixed dynamics, an assumption often violated in nonstationary environments. We introduce MARBLE…

Machine Learning · Computer Science 2026-04-13 Mohsen Amiri , Konstantin Avrachenkov , Ibtihal El Mimouni , Sindri Magnússon

Social learning is learning through the observation of or interaction with other individuals; it is critical in the understanding of the collective behaviors of humans in social physics. We study the learning process of agents in a restless…

Physics and Society · Physics 2020-12-01 Kazuaki Nakayama , Ryuzo Nakamura , Masato Hisakado , Shintaro Mori

We consider a class of restless multi-armed bandit (RMAB) problems with unknown arm dynamics. At each time, a player chooses an arm out of N arms to play, referred to as an active arm, and receives a random reward from a finite set of…

Machine Learning · Computer Science 2019-06-20 Tomer Gafni , Kobi Cohen

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Energy demands from data centers have surged and stressed the grid in recent years. Electric grids require balancing supply and demand every second, motivating demand response (reduction) from large loads, including data centers. This can…

Computational Engineering, Finance, and Science · Computer Science 2026-05-20 Yifu Ding , Zixi Chen , Thomas Magnanti

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

This paper investigates the Restless Multi-Armed Bandit (RMAB) framework under individual penalty constraints to address resource allocation challenges in dynamic wireless networked environments. Unlike conventional RMAB models, our model…

Machine Learning · Computer Science 2026-04-20 Nida Zamir , I-Hong Hou

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

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 study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…

Machine Learning · Computer Science 2022-08-22 Vishakha Patil , Vineet Nair , Ganesh Ghalme , Arindam Khan

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

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

Restless multi-armed bandits (RMABs) extend multi-armed bandits to allow for stateful arms, where the state of each arm evolves restlessly with different transitions depending on whether that arm is pulled. Solving RMABs requires…

Machine Learning · Computer Science 2023-11-21 Kai Wang , Lily Xu , Aparna Taneja , Milind Tambe

The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

The gold standard for estimating causal effects is randomized controlled trial (RCT) or A/B testing where a random group of individuals from a population of interest are given treatment and the outcome is compared to a random group of…

Machine Learning · Computer Science 2025-05-09 Ahmed Sayeed Faruk , Jason Sulskis , Elena Zheleva

This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit activations are limited by the availability of certain…

Machine Learning · Statistics 2025-02-10 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless Multi-Armed Bandit Problems (RMABPs) connected by constraints…

Optimization and Control · Mathematics 2020-03-30 Jing Fu , Bill Moran , Peter G. Taylor

The use of cellular networks for massive machine-type communications (mMTC) is an appealing solution due to the availability of the existing infrastructure. However, the massive number of user equipments (UEs) poses a significant challenge…

Signal Processing · Electrical Eng. & Systems 2025-04-22 Ahmed O. Elmeligy , Ioannis Psaromiligkos , Au Minh

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.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit…

Machine Learning · Statistics 2016-06-13 Finnian Lattimore , Tor Lattimore , Mark D. Reid