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In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…

Optimization and Control · Mathematics 2025-05-12 Yu Bai , Yiming Li , Xi Xiong

In restless bandits, a central agent is tasked with optimally distributing limited resources across several bandits (arms), with each arm being a Markov decision process. In this work, we generalize the traditional restless bandits problem…

Machine Learning · Computer Science 2026-02-20 Nima Akbarzadeh , Yossiri Adulyasak , Erick Delage

While traditional economics assumes that humans are fully rational agents who always maximize their expected utility, in practice, we constantly observe apparently irrational behavior. One explanation is that people have limited…

Artificial Intelligence · Computer Science 2020-07-01 Xinming Liu , Joseph Y. Halpern

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

Machine Learning · Statistics 2019-04-30 Lilian Besson , Emilie Kaufmann

Multi Armed Bandit (MAB) algorithms are a cornerstone of reinforcement learning and have been studied both theoretically and numerically. One of the most commonly used implementation uses a softmax mapping to prescribe the optimal policy…

Machine Learning · Computer Science 2026-05-06 Stefana-Lucia Anita , Gabriel Turinici

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

Mode estimation is a classical problem in statistics with a wide range of applications in machine learning. Despite this, there is little understanding in its robustness properties under possibly adversarial data contamination. In this…

Machine Learning · Computer Science 2020-03-09 Aldo Pacchiano , Heinrich Jiang , Michael I. Jordan

A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid

Algorithmic fairness is an essential requirement as AI becomes integrated in society. In the case of social applications where AI distributes resources, algorithms often must make decisions that will benefit a subset of users, sometimes…

Artificial Intelligence · Computer Science 2023-02-22 Robert C. Gray , Jennifer Villareale , Thomas B. Fox , Diane H. Dallal , Santiago Ontañón , Danielle Arigo , Shahin Jabbari , Jichen Zhu

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

We consider a general infinite horizon Heterogeneous Restless multi-armed Bandit (RMAB). Heterogeneity is a fundamental problem for many real-world systems largely because it resists many concentration arguments. In this paper, we assume…

Optimization and Control · Mathematics 2025-11-12 Dheeraj Narasimha , Nicolas Gast

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

The restless multi-armed bandit (RMAB) framework is a popular approach to solving resource allocation problems in networked systems. In this paper, we study optimal resource allocation in RMABs facing unknown and non-stationary dynamics.…

Machine Learning · Computer Science 2026-04-22 Md Kamran Chowdhury Shisher , Vishrant Tripathi , Mung Chiang , Christopher G. Brinton

In recent years, multi-armed bandit (MAB) framework has attracted a lot of attention in various applications, from recommender systems and information retrieval to healthcare and finance, due to its stellar performance combined with certain…

Machine Learning · Computer Science 2019-04-24 Djallel Bouneffouf , Irina Rish

Public health programs often provide interventions to encourage program adherence, and effectively allocating interventions is vital for producing the greatest overall health outcomes, especially in underserved communities where resources…

Machine Learning · Computer Science 2025-02-06 Biyonka Liang , Lily Xu , Aparna Taneja , Milind Tambe , Lucas Janson

Early-phase clinical trials face the challenge of selecting optimal drug doses that balance safety and efficacy due to uncertain dose-response relationships and varied participant characteristics. Traditional randomized dose allocation…

Methodology · Statistics 2026-02-13 Rohit Kanrar , Chunlin Li , Zara Ghodsi , Margaret Gamalo

Maternal and child health is a critical concern around the world. In many global health programs disseminating preventive care and health information, limited healthcare worker resources prevent continuous, personalised engagement with…

Machine Learning · Computer Science 2026-04-10 Shresth Verma , Arpan Dasgupta , Neha Madhiwalla , Aparna Taneja , Milind Tambe

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…

Machine Learning · Computer Science 2021-03-04 Chengshuai Shi , Cong Shen