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We study the constrained variant of the \emph{multi-armed bandit} (MAB) problem, in which the learner aims not only at minimizing the total loss incurred during the learning dynamic, but also at controlling the violation of multiple…

Machine Learning · Computer Science 2026-02-17 Francesco Emanuele Stradi , Kalana Kalupahana , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

The study of collaborative multi-agent bandits has attracted significant attention recently. In light of this, we initiate the study of a new collaborative setting, consisting of $N$ agents such that each agent is learning one of $M$…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Daniel Vial , Sanjay Shakkottai , R. Srikant

In this paper, we introduce Ballooning Multi-Armed Bandits (BL-MAB), a novel extension of the classical stochastic MAB model. In the BL-MAB model, the set of available arms grows (or balloons) over time. In contrast to the classical MAB…

Machine Learning · Computer Science 2021-02-23 Ganesh Ghalme , Swapnil Dhamal , Shweta Jain , Sujit Gujar , Y. Narahari

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

Optimization and Control · Mathematics 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

By exploiting ultrafast and irregular time series generated by lasers with delayed feedback, we have previously demonstrated a scalable algorithm to solve multi-armed bandit (MAB) problems utilizing the time-division multiplexing of laser…

Signal Processing · Electrical Eng. & Systems 2020-05-28 Naoki Narisawa , Nicolas Chauvet , Mikio Hasegawa , Makoto Naruse

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e. those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. $arm$). We study a particular case of the rested…

Machine Learning · Statistics 2024-11-28 Marco Fiandri , Alberto Maria Metelli , Francesco Trov`o

We consider the best arm identification problem in the stochastic multi-armed bandit framework where each arm has a tiny probability of realizing large rewards while with overwhelming probability the reward is zero. A key application of…

Machine Learning · Computer Science 2023-03-15 Anirban Bhattacharjee , Sushant Vijayan , Sandeep K Juneja

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

Machine Learning · Computer Science 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Large language models (LLMs) have been adopted to solve sequential decision-making tasks such as multi-armed bandits (MAB), in which an LLM is directly instructed to select the arms to pull in every iteration. However, this paradigm of…

Machine Learning · Computer Science 2025-02-04 Jiahang Sun , Zhiyong Wang , Runhan Yang , Chenjun Xiao , John C. S. Lui , Zhongxiang Dai

In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…

Optimization and Control · Mathematics 2025-05-12 Yu Bai , Yiming Li , Xi Xiong

We investigate a natural but surprisingly unstudied approach to the multi-armed bandit problem under safety risk constraints. Each arm is associated with an unknown law on safety risks and rewards, and the learner's goal is to maximise…

Machine Learning · Computer Science 2022-04-05 Tianrui Chen , Aditya Gangrade , Venkatesh Saligrama

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

Machine Learning · Computer Science 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

We study an interesting variant of the stochastic multi-armed bandit problem, called the Fair-SMAB problem, where each arm is required to be pulled for at least a given fraction of the total available rounds. We investigate the interplay…

Machine Learning · Computer Science 2020-02-06 Vishakha Patil , Ganesh Ghalme , Vineet Nair , Y. Narahari

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

Multi-objective multi-armed bandit (MO-MAB) problems traditionally aim to achieve Pareto optimality. However, real-world scenarios often involve users with varying preferences across objectives, resulting in a Pareto-optimal arm that may…

Machine Learning · Computer Science 2025-11-18 Linfeng Cao , Ming Shi , Ness B. Shroff

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

The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…

Machine Learning · Computer Science 2022-04-13 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

Machine Learning · Computer Science 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu