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Algorithms for the Multi-Armed Bandit (MAB) problem play a central role in sequential decision-making and have been extensively explored both theoretically and numerically. While most classical approaches aim to identify the arm with the…

Machine Learning · Computer Science 2026-04-02 Gabriel Turinici

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

We consider the query recommendation problem in closed loop interactive learning settings like online information gathering and exploratory analytics. The problem can be naturally modelled using the Multi-Armed Bandits (MAB) framework with…

A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a…

Machine Learning · Computer Science 2019-01-31 Meghana Bande , Venugopal V. Veeravalli

In a multi-armed bandit problem, an online algorithm chooses from a set of strategies in a sequence of trials so as to maximize the total payoff of the chosen strategies. While the performance of bandit algorithms with a small finite…

Data Structures and Algorithms · Computer Science 2008-09-30 Robert Kleinberg , Aleksandrs Slivkins , Eli Upfal

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Artificial Intelligence · Computer Science 2021-12-28 Baihan Lin , Guillermo Cecchi , Djallel Bouneffouf , Jenna Reinen , Irina Rish

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

Restless multi-armed bandits (RMABs) have been highly successful in optimizing sequential resource allocation across many domains. However, in many practical settings with highly scarce resources, where each agent can only receive at most…

Multiagent Systems · Computer Science 2025-01-13 Guojun Xiong , Haichuan Wang , Yuqi Pan , Saptarshi Mandal , Sanket Shah , Niclas Boehmer , Milind Tambe

Algorithmic \emph{replicability} has recently been introduced to address the need for reproducible experiments in machine learning. A \emph{replicable online learning} algorithm is one that takes the same sequence of decisions across…

Machine Learning · Computer Science 2026-02-17 Matteo Bollini , Gianmarco Genalti , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

Optimization and Control · Mathematics 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

Machine Learning · Computer Science 2023-03-21 Tianpeng Zhang , Kasper Johansson , Na Li

The multi-armed bandit (MAB) is a classical online optimization model for the trade-off between exploration and exploitation. The traditional MAB is concerned with finding the arm that minimizes the mean cost. However, minimizing the mean…

Optimization and Control · Mathematics 2018-09-17 Jianyu Xu , William B. Haskell , Zhisheng Ye

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 extend the notion of regret with a welfarist perspective. Focussing on the classic multi-armed bandit (MAB) framework, the current work quantifies the performance of bandit algorithms by applying a fundamental welfare function, namely…

Machine Learning · Computer Science 2022-05-30 Siddharth Barman , Arindam Khan , Arnab Maiti , Ayush Sawarni

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

Decision trees, without appropriate constraints, can easily become overly complex and prone to overfit, capturing noise rather than generalizable patterns. To resolve this problem,pruning operation is a crucial part in optimizing decision…

Machine Learning · Computer Science 2025-08-11 Hasibul Karim Shanto , Umme Ayman Koana , Shadikur Rahman

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…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

How should a robot that collaborates with multiple people decide upon the distribution of resources (e.g. social attention, or parts needed for an assembly)? People are uniquely attuned to how resources are distributed. A decision to…

Artificial Intelligence · Computer Science 2020-12-08 Houston Claure , Yifang Chen , Jignesh Modi , Malte Jung , Stefanos Nikolaidis

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

We study fairness within the stochastic, \emph{multi-armed bandit} (MAB) decision making framework. We adapt the fairness framework of "treating similar individuals similarly" to this setting. Here, an `individual' corresponds to an arm and…

Machine Learning · Computer Science 2017-07-07 Yang Liu , Goran Radanovic , Christos Dimitrakakis , Debmalya Mandal , David C. Parkes