Related papers: Dynamic priority allocation via restless bandit ma…
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…
We consider a general multi-armed bandit problem with correlated (and simple contextual and restless) elements, as a relaxed control problem. By introducing an entropy regularisation, we obtain a smooth asymptotic approximation to the value…
This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…
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…
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…
Multi-action restless multi-armed bandits (RMABs) are a powerful framework for constrained resource allocation in which $N$ independent processes are managed. However, previous work only study the offline setting where problem dynamics are…
In this paper,we consider the restless bandit problem, which is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. However, it is known be PSPACE-Hard to approximate to…
A common theme in stochastic optimization problems is that, theoretically, stochastic algorithms need to "know" relatively rich information about the underlying distributions. This is at odds with most applications, where distributions are…
The egalitarian processor sharing model is viewed as a restless bandit and its Whittle indexability is established. A numerical scheme for computing the Whittle indices is provided, along with supporting numerical experiments.
This work studies a generalized class of restless multi-armed bandits with hidden states and allow cumulative feedback, as opposed to the conventional instantaneous feedback. We call them lazy restless bandits (LRB) as the events of…
We propose Streaming Bandits, a Restless Multi Armed Bandit (RMAB) framework in which heterogeneous arms may arrive and leave the system after staying on for a finite lifetime. Streaming Bandits naturally capture the health intervention…
We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…
We study the Whittle index learning algorithm for restless multi-armed bandits. We consider index learning algorithm with Q-learning. We first present Q-learning algorithm with exploration policies -- epsilon-greedy, softmax,…
In this paper we consider energy efficient scheduling in a multiuser setting where each user has a finite sized queue and there is a cost associated with holding packets (jobs) in each queue (modeling the delay constraints). The packets of…
Restless multi-arm bandits (RMABs) is a popular decision-theoretic framework that has been used to model real-world sequential decision making problems in public health, wildlife conservation, communication systems, and beyond. Deployed…
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…
For marketing, we sometimes need to recommend content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page…
We consider the problem of learning the optimal threshold policy for control problems. Threshold policies make control decisions by evaluating whether an element of the system state exceeds a certain threshold, whose value is determined by…
The bandit paradigm provides a unified modeling framework for problems that require decision-making under uncertainty. Because many business metrics can be viewed as rewards (a.k.a. utilities) that result from actions, bandit algorithms…
The efficient allocation of human resources is a critical concern in software development and other industries. This paper introduces a rigorous mathematical methodology for task assignment, employing Mixed Integer Linear Programming (MILP)…