Related papers: Dynamic priority allocation via restless bandit ma…
In this paper a spectrum sensing policy employing recency-based exploration is proposed for cognitive radio networks. We formulate the problem of finding a spectrum sensing policy for multi-band dynamic spectrum access as a stochastic…
This thesis aims to study some of the mathematical challenges that arise in the analysis of statistical sequential decision-making algorithms for postoperative patients follow-up. Stochastic bandits (multiarmed, contextual) model the…
Contextual bandits often provide simple and effective personalization in decision making problems, making them popular tools to deliver personalized interventions in mobile health as well as other health applications. However, when bandits…
The Gittins index is a tool that optimally solves a variety of decision-making problems involving uncertainty, including multi-armed bandit problems, minimizing mean latency in queues, and search problems like the Pandora's box model.…
In the fields of control theory and machine learning, the dynamic low-rank approximation for large-scale matrices has received substantial attention. Considering large-scale semilinear stiff matrix differential equations, we propose…
Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…
Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…
We study sequential decision making in environments where rewards are only partially observed, but can be modeled as a function of observed contexts and the chosen action by the decision maker. This setting, known as contextual bandits,…
We study fairness in linear bandit problems. Starting from the notion of meritocratic fairness introduced in Joseph et al. [2016], we carry out a more refined analysis of a more general problem, achieving better performance guarantees with…
We study exploration in stochastic multi-armed bandits when we have access to a divisible resource that can be allocated in varying amounts to arm pulls. We focus in particular on the allocation of distributed computing resources, where we…
This paper studies temporal planning in probabilistic environments, modeled as labeled Markov decision processes (MDPs), with user preferences over multiple temporal goals. Existing works reflect such preferences as a prioritized list of…
This paper examines multi-armed bandits in which actions are taken at random discrete times. The model consists of $J$ independent arms. When an arm is operated, it must remain active for a random duration, modeled by the inter-arrival time…
We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…
Modern large-scale computing deployments consist of complex applications running over machine clusters. An important issue in these is the offering of elasticity, i.e., the dynamic allocation of resources to applications to meet fluctuating…
The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…
This paper introduces a resource allocation framework specifically tailored for addressing the problem of dynamic placement (or pinning) of parallelized applications to processing units. Under the proposed setup each thread of the…
Contextual bandit algorithms are ubiquitous tools for active sequential experimentation in healthcare and the tech industry. They involve online learning algorithms that adaptively learn policies over time to map observed contexts $X_t$ to…
We propose a reinforcement learning based scheduling framework for Restless Multi-Armed Bandit (RMAB) problems, centred on a Whittle Index Q-Learning policy with Upper Confidence Bound (UCB) exploration, referred to as WIQL-UCB. Unlike…
In this paper, we consider a general observation model for restless multi-armed bandit problems. The operation of the player is based on the past observation history that is limited (partial) and error-prone due to resource constraints or…
In crowd labeling, a large amount of unlabeled data instances are outsourced to a crowd of workers. Workers will be paid for each label they provide, but the labeling requester usually has only a limited amount of the budget. Since data…