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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…

Machine Learning · Statistics 2025-12-17 Keqin Liu , Qizhen Jia

The rapid advancement in large language models (LLMs) has brought forth a diverse range of models with varying capabilities that excel in different tasks and domains. However, selecting the optimal LLM for user queries often involves a…

Machine Learning · Computer Science 2025-02-06 Yang Li

This paper describes a method for scheduling the events of a switched system to achieve an optimal performance. The approach has guarantees on convergence and computational complexity that parallel derivative-based iterative optimization…

Optimization and Control · Mathematics 2017-09-11 Timothy Caldwell , Todd Murphey

Long-term care service for old people is in great demand in most of the aging societies. The number of nursing homes residents is increasing while the number of care providers is limited. Due to the care worker shortage, care to vulnerable…

Machine Learning · Statistics 2023-03-14 Gi-Soo Kim , Young Suh Hong , Tae Hoon Lee , Myunghee Cho Paik , Hongsoo Kim

Learning from prior tasks and transferring that experience to improve future performance is critical for building lifelong learning agents. Although results in supervised and reinforcement learning show that transfer may significantly…

Machine Learning · Statistics 2013-07-29 Mohammad Gheshlaghi Azar , Alessandro Lazaric , Emma Brunskill

Multi-armed bandit problems are the most basic examples of sequential decision problems with an exploration-exploitation trade-off. This is the balance between staying with the option that gave highest payoffs in the past and exploring new…

Machine Learning · Computer Science 2012-11-06 Sébastien Bubeck , Nicolò Cesa-Bianchi

In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identification problem, instead of minimizing the accumulative regret as…

Machine Learning · Computer Science 2018-12-04 Jun Geng , Lifeng Lai

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant

Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed…

Portfolio Management · Quantitative Finance 2017-09-14 Xiaoguang Huo , Feng Fu

In this paper, we study the multi-armed bandit problem in the batched setting where the employed policy must split data into a small number of batches. While the minimax regret for the two-armed stochastic bandits has been completely…

Machine Learning · Statistics 2019-10-29 Zijun Gao , Yanjun Han , Zhimei Ren , Zhengqing Zhou

The restless multi-armed bandit (RMAB) framework is a popular approach to solving resource allocation problems in networked systems. In this paper, we study optimal resource allocation in RMABs facing unknown and non-stationary dynamics.…

Machine Learning · Computer Science 2026-04-22 Md Kamran Chowdhury Shisher , Vishrant Tripathi , Mung Chiang , Christopher G. Brinton

This paper develops maintenance policies for a system under condition monitoring. We assume that a number of defects may develop and the degradation process of each defect follows a gamma process, respectively. The system is inspected…

Systems and Control · Electrical Eng. & Systems 2024-09-21 Shaomin Wu , Inma T. Castro

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

We study the multi-armed bandit problem where the rewards are realizations of general non-stationary stochastic processes, a setting that generalizes many existing lines of work and analyses. In particular, we present a theoretical analysis…

Machine Learning · Computer Science 2020-09-04 Corinna Cortes , Giulia DeSalvo , Vitaly Kuznetsov , Mehryar Mohri , Scott Yang

Multi-armed bandits are a quintessential machine learning problem requiring the balancing of exploration and exploitation. While there has been progress in developing algorithms with strong theoretical guarantees, there has been less focus…

Machine Learning · Computer Science 2017-05-18 Bence Cserna , Marek Petrik , Reazul Hasan Russel , Wheeler Ruml

The piecewise-stationary bandit problem is an important variant of the multi-armed bandit problem that further considers abrupt changes in the reward distributions. The main theme of the problem is the trade-off between exploration for…

Machine Learning · Computer Science 2024-10-10 Kuan-Ta Li , Ping-Chun Hsieh , Yu-Chih Huang

We study the stochastic multi-armed bandits problem in the presence of adversarial corruption. We present a new algorithm for this problem whose regret is nearly optimal, substantially improving upon previous work. Our algorithm is agnostic…

Machine Learning · Computer Science 2019-03-29 Anupam Gupta , Tomer Koren , Kunal Talwar

In this paper, we investigate a general delay-aware channel allocation problem where the number of channels is less than that of users. Due to the proliferation of delay sensitive applications, the objective of our problem is chosen to be…

Information Theory · Computer Science 2020-05-22 Saad Kriouile , Mohamad Assaad , Maialen Larranaga

Restless bandits are a class of sequential resource allocation problems concerned with allocating one or more resources among several alternative processes where the evolution of the process depends on the resource allocated to them. Such…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Nima Akbarzadeh , Aditya Mahajan

Kinodynamic motion planners allow robots to perform complex manipulation tasks under dynamics constraints or with black-box models. However, they struggle to find high-quality solutions, especially when a steering function is unavailable.…

Robotics · Computer Science 2023-08-29 Marco Faroni , Dmitry Berenson
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