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Multi-armed bandit problems (MABPs) are a special type of optimal control problem well suited to model resource allocation under uncertainty in a wide variety of contexts. Since the first publication of the optimal solution of the classic…

Methodology · Statistics 2015-07-30 Sofía S. Villar , Jack Bowden , James Wason

The stochastic multi-armed bandit setting has been recently studied in the non-stationary regime, where the mean payoff of each action is a non-decreasing function of the number of rounds passed since it was last played. This model captures…

Machine Learning · Computer Science 2022-10-13 Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

We study the asymptotic optimal control of multi-class restless bandits. A restless bandit is a controllable stochastic process whose state evolution depends on whether or not the bandit is made active. Since finding the optimal control is…

Probability · Mathematics 2016-09-05 I. M. Verloop

Maintenance planning plays a key role in power system operations under uncertainty by helping system operators ensure a reliable and secure power grid. This paper studies a short-term condition-based integrated maintenance planning with…

Optimization and Control · Mathematics 2022-01-13 Bahar Cennet Okumusoglu , Beste Basciftci , Burak Kocuk

We study the recovering bandits problem, a variant of the stochastic multi-armed bandit problem where the expected reward of each arm varies according to some unknown function of the time since the arm was last played. While being a natural…

Machine Learning · Statistics 2019-11-01 Ciara Pike-Burke , Steffen Grünewälder

In the edge computing paradigm, mobile devices offload the computational tasks to an edge server by routing the required data over the wireless network. The full potential of edge computing becomes realized only if a smart device selects…

Machine Learning · Computer Science 2020-08-25 Saeed Ghoorchian , Setareh Maghsudi

Municipal inspections are an important part of maintaining the quality of goods and services. In this paper, we approach the problem of intelligently scheduling service inspections to maximize their impact, using the case of food…

Machine Learning · Computer Science 2025-11-18 Yi Mao , Andrew Perrault

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Machine Learning · Statistics 2023-10-26 Dean Foster , Randy Jia , Dhruv Madeka

In several applications such as clinical trials and financial portfolio optimization, the expected value (or the average reward) does not satisfactorily capture the merits of a drug or a portfolio. In such applications, risk plays a crucial…

Machine Learning · Statistics 2022-05-13 Vincent Y. F. Tan , Prashanth L. A. , Krishna Jagannathan

We consider the channel access problem in a multi-channel opportunistic communication system with imperfect channel sensing, where the state of each channel evolves as a non independent and identically distributed Markov process. This…

Systems and Control · Computer Science 2015-06-05 Kehao Wang , Lin Chen , Quan Liu , Khaldoun Al Agha

A complex multi-state redundant system with preventive maintenance subject to multiple events is considered. The online unit can undergo several types of failures: internal and those provoked by external shocks. Multiple degradation levels…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Juan Eloy Ruiz-Castro

A large part of the operational cost for a wind power farm is due to the cost of equipment maintenance, especially for offshore wind farms. How to reduce the maintenance cost, and hence increase profitability, is this article's focus. It…

Optimization and Control · Mathematics 2021-04-28 Quanjiang Yu , Michael Patriksson , Serik Sagitov

An active approach to fault tolerance is essential for robot swarms to achieve long-term autonomy. Previous efforts have focused on responding to spontaneous electro-mechanical faults and failures. However, many faults occur gradually over…

Robotics · Computer Science 2025-10-10 James O'Keeffe

This paper considers a distributed decision-making approach for manufacturing task assignment and condition-based machine health maintenance. Our approach considers information sharing between the task assignment and health management…

Artificial Intelligence · Computer Science 2025-10-22 Ali Nasir , Samir Mekid , Zaid Sawlan , Omar Alsawafy

We consider the multi armed bandit problem in non-stationary environments. Based on the Bayesian method, we propose a variant of Thompson Sampling which can be used in both rested and restless bandit scenarios. Applying discounting to the…

Machine Learning · Statistics 2017-08-01 Vishnu Raj , Sheetal Kalyani

The goal of diagnosis is to compute good repair strategies in response to anomalous system behavior. In a decision theoretic framework, a good repair strategy has low expected cost. In a general formulation of the problem, the computation…

Artificial Intelligence · Computer Science 2013-02-21 Sampath Srinivas

Implementing an appropriate maintenance policy would help us to have a more reliable system and reduce the total costs. In this paper, a dynamic maintenance plan is proposed for repairable multi-component systems, where each component is…

Systems and Control · Electrical Eng. & Systems 2020-01-27 Nooshin Yousefi , Stamatis Tsianikas , Jian Zhou , David W. Coit

We study the algorithm configuration (AC) problem, in which one seeks to find an optimal parameter configuration of a given target algorithm in an automated way. Recently, there has been significant progress in designing AC approaches that…

Machine Learning · Computer Science 2022-12-02 Jasmin Brandt , Elias Schede , Viktor Bengs , Björn Haddenhorst , Eyke Hüllermeier , Kevin Tierney

We propose and study Collpasing Bandits, a new restless multi-armed bandit (RMAB) setting in which each arm follows a binary-state Markovian process with a special structure: when an arm is played, the state is fully observed, thus…

Machine Learning · Computer Science 2020-07-10 Aditya Mate , Jackson A. Killian , Haifeng Xu , Andrew Perrault , Milind Tambe

We study the problem of planning restless multi-armed bandits (RMABs) with multiple actions. This is a popular model for multi-agent systems with applications like multi-channel communication, monitoring and machine maintenance tasks, and…

Multiagent Systems · Computer Science 2023-03-01 Abheek Ghosh , Dheeraj Nagaraj , Manish Jain , Milind Tambe