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This paper discusses a scenario approach to robust optimization of a blackbox function in a bandit setting. We assume that the blackbox function can be modeled as a Gaussian Process (GP) for every realization of the uncertain parameter. We…

Optimization and Control · Mathematics 2018-05-01 Shaunak D. Bopardikar , Vaibhav Srivastava

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

Machine Learning · Computer Science 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

There are two variants of the classical multi-armed bandit (MAB) problem that have received considerable attention from machine learning researchers in recent years: contextual bandits and simple regret minimization. Contextual bandits are…

Machine Learning · Statistics 2020-02-27 Aniket Anand Deshmukh , Srinagesh Sharma , James W. Cutler , Mark Moldwin , Clayton Scott

Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…

Data Structures and Algorithms · Computer Science 2017-09-06 Ashwinkumar Badanidiyuru , Robert Kleinberg , Aleksandrs Slivkins

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

We investigate the problem of designing optimal stealthy poisoning attacks on the control channel of Markov decision processes (MDPs). This research is motivated by the recent interest of the research community for adversarial and poisoning…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Alessio Russo , Alexandre Proutiere

Multi-armed bandit (MAB) problems are widely applied to online optimization tasks that require balancing exploration and exploitation. In practical scenarios, these tasks often involve multiple conflicting objectives, giving rise to…

Machine Learning · Computer Science 2025-06-17 Mansoor Davoodi , Setareh Maghsudi

Countries with access to large bodies of water often aim to protect their maritime transport by employing maritime surveillance systems. However, the number of available sensors (e.g., cameras) is typically small compared to the…

Multiagent Systems · Computer Science 2023-11-28 Bach Long Nguyen , Anh-Dzung Doan , Tat-Jun Chin , Christophe Guettier , Surabhi Gupta , Estelle Parra , Ian Reid , Markus Wagner

We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

Abuse of zero-permission sensors on-board mobile and wearable devices to infer users' personal context and information is a well-known privacy threat that has received significant attention. Efforts towards protection mechanisms that…

Computer Science and Game Theory · Computer Science 2019-05-01 Kavita Kumari , Murtuza Jadliwala , Anindya Maiti , Mohammad Hossein Manshaei

We study the optimal design of stealthy attacks against partially observed linear control systems. We first propose a novel likelihood-based detection mechanism derived from the innovation process, based on which we quantify stealthiness…

Optimization and Control · Mathematics 2026-05-12 Haosheng Zhou , Ruimeng Hu

We study submodular optimization in adversarial context, applicable to machine learning problems such as feature selection using data susceptible to uncertainties and attacks. We focus on Stackelberg games between an attacker (or…

Optimization and Control · Mathematics 2025-06-19 Seonghun Park , Manish Bansal

Despite the impressive progress in the field of presentation attack detection and multimedia forensics over the last decade, these systems are still vulnerable to attacks in real-life settings. Some of the challenges for existing solutions…

Computer Vision and Pattern Recognition · Computer Science 2021-07-06 Ali Khodabakhsh , Zahid Akhtar

We consider the Multi-Armed Bandit (MAB) problem, where an agent sequentially chooses actions and observes rewards for the actions it took. While the majority of algorithms try to minimize the regret, i.e., the cumulative difference between…

Machine Learning · Computer Science 2021-09-14 Nadav Merlis , Shie Mannor

Min-max problems are important in multi-agent sequential decision-making because they improve the performance of the worst-performing agent in the network. However, solving the multi-agent min-max problem is challenging. We propose a…

Multiagent Systems · Computer Science 2024-05-31 Alexandros E. Tzikas , Jinkyoo Park , Mykel J. Kochenderfer , Ross E. Allen

We study the problem of sensor scheduling for an intrusion detection task. We model this as a two-player zero-sum game over a graph, where the defender (Player 1) seeks to identify the optimal strategy for scheduling sensor orientations to…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Jayanth Bhargav , Shreyas Sundaram , Mahsa Ghasemi

We study the problem of regret minimization in a multi-armed bandit setup where the agent is allowed to play multiple arms at each round by spreading the resources usually allocated to only one arm. At each iteration the agent selects a…

Machine Learning · Computer Science 2021-06-01 Matias I. Müller , Cristian R. Rojas

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization…

Machine Learning · Computer Science 2025-10-27 Shunta Nonaga , Koji Tabata , Yuta Mizuno , Tamiki Komatsuzaki

A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an…

Machine Learning · Computer Science 2024-03-18 Johannes Kirschner , Seyed Alireza Bakhtiari , Kushagra Chandak , Volodymyr Tkachuk , Csaba Szepesvári

This paper considers a half-duplex scenario where an interferer behaves according to a parametric model but the values of the model parameters are unknown. We explore the necessary number of sensing steps to gather sufficient knowledge…

Information Theory · Computer Science 2024-10-11 Vincent Corlay , Jean-Christophe Sibel , Nicolas Gresset
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