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We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

We consider a safe optimization problem with bandit feedback in which an agent sequentially chooses actions and observes responses from the environment, with the goal of maximizing an arbitrary function of the response while respecting…

Machine Learning · Computer Science 2023-05-02 Spencer Hutchinson , Berkay Turan , Mahnoosh Alizadeh

We consider the well-studied dueling bandit problem, where a learner aims to identify near-optimal actions using pairwise comparisons, under the constraint of differential privacy. We consider a general class of utility-based preference…

Machine Learning · Computer Science 2024-03-25 Aadirupa Saha , Hilal Asi

We consider a multi-armed bandit problem where payoffs are a linear function of an observed stochastic contextual variable. In the scenario where there exists a gap between optimal and suboptimal rewards, several algorithms have been…

Data Structures and Algorithms · Computer Science 2014-07-08 José Bento , Stratis Ioannidis , S. Muthukrishnan , Jinyun Yan

We study an online mixed discrete and continuous optimization problem where a decision maker interacts with an unknown environment for a number of $T$ rounds. At each round, the decision maker needs to first jointly choose a discrete and a…

Optimization and Control · Mathematics 2024-08-27 Lintao Ye , Ming Chi , Zhi-Wei Liu , Xiaoling Wang , Vijay Gupta

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi

We study reinforcement learning with linear function approximation and adversarially changing cost functions, a setup that has mostly been considered under simplifying assumptions such as full information feedback or exploratory…

Machine Learning · Computer Science 2023-01-31 Uri Sherman , Tomer Koren , Yishay Mansour

We introduce contextual queueing bandits, a new context-aware framework for scheduling while simultaneously learning unknown service rates. Individual jobs carry heterogeneous contextual features, based on which the agent chooses a job and…

Machine Learning · Computer Science 2026-05-19 Seoungbin Bae , Garyeong Kang , Dabeen Lee

We initiate the study of multi-stage episodic reinforcement learning under adversarial corruptions in both the rewards and the transition probabilities of the underlying system extending recent results for the special case of stochastic…

Machine Learning · Computer Science 2023-11-02 Thodoris Lykouris , Max Simchowitz , Aleksandrs Slivkins , Wen Sun

Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-valued feedback model (e.g. ratings from one to five) is not…

Machine Learning · Computer Science 2018-12-12 Lennard Hilgendorf

Recent developments in digital platforms have highlighted the prevalence of open systems, where agents can arrive and depart over time. While bandit learning in open systems has recently received initial attention, existing work imposes…

Machine Learning · Computer Science 2026-05-08 Mengfan Xu

We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activities) is modeled as an arbitrary finite-state Markov chain. At…

Optimization and Control · Mathematics 2010-10-04 Cem Tekin , Mingyan Liu

A Multi-Agent Cooperative Learning (MACL) system is an artificial intelligence (AI) system where multiple learning agents work together to complete a common task. Recent empirical success of MACL systems in various domains (e.g. traffic…

Machine Learning · Computer Science 2023-10-31 Jialin Yi

We study a stylized social learning dynamics where self-interested agents collectively follow a simple multi-armed bandit protocol. Each agent controls an ``episode": a short sequence of consecutive decisions. Motivating applications…

Computer Science and Game Theory · Computer Science 2026-02-06 Kiarash Banihashem , Natalie Collina , Aleksandrs Slivkins

The housing market, also known as one-sided matching market, is a classic exchange economy model where each agent on the demand side initially owns an indivisible good (a house) and has a personal preference over all goods. The goal is to…

Computer Science and Game Theory · Computer Science 2026-01-08 Shiyun Lin

We study the stochastic multi-armed bandit problem and design new policies that enjoy both worst-case optimality for expected regret and light-tailed risk for regret distribution. Specifically, our policy design (i) enjoys the worst-case…

Machine Learning · Statistics 2024-07-23 David Simchi-Levi , Zeyu Zheng , Feng Zhu

Bandits with feedback graphs are powerful online learning models that interpolate between the full information and classic bandit problems, capturing many real-life applications. A recent work by Zhang et al. (2023) studies the contextual…

Machine Learning · Computer Science 2024-02-14 Mengxiao Zhang , Yuheng Zhang , Haipeng Luo , Paul Mineiro

In the stochastic contextual bandit setting, regret-minimizing algorithms have been extensively researched, but their instance-minimizing best-arm identification counterparts remain seldom studied. In this work, we focus on the stochastic…

Machine Learning · Statistics 2023-10-04 Zhaoqi Li , Lillian Ratliff , Houssam Nassif , Kevin Jamieson , Lalit Jain

The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…

Machine Learning · Computer Science 2023-04-12 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

We study AI alignment through the lens of law-and-economics models of deterrence and enforcement. In these models, misconduct is not treated as an external failure, but as a strategic response to incentives: an actor weighs the gain from…

Machine Learning · Computer Science 2026-05-12 Rohit Agarwal , Joshua Lin , Mark Braverman , Elad Hazan
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