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Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment…
Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…
Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…
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…
This paper investigates the Restless Multi-Armed Bandit (RMAB) framework under individual penalty constraints to address resource allocation challenges in dynamic wireless networked environments. Unlike conventional RMAB models, our model…
Database activity monitoring (DAM) systems are commonly used by organizations to protect the organizational data, knowledge and intellectual properties. In order to protect organizations database DAM systems have two main roles, monitoring…
We present a novel machine learning framework for the optimal control of fluid restless multi-armed bandit problems (FRMABPs) with state equations that are either affine or quadratic in the state variables. By establishing fundamental…
This paper addresses an important class of restless multi-armed bandit (RMAB) problems that finds broad application in operations research, stochastic optimization, and reinforcement learning. There are $N$ independent Markov processes that…
In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…
We introduce a new setting, optimize-and-estimate structured bandits. Here, a policy must select a batch of arms, each characterized by its own context, that would allow it to both maximize reward and maintain an accurate (ideally unbiased)…
Scheduling in multi-channel wireless communication system presents formidable challenges in effectively allocating resources. To address these challenges, we investigate a multi-resource restless matching bandit (MR-RMB) model for…
Learning good interventions in a causal graph can be modelled as a stochastic multi-armed bandit problem with side-information. First, we study this problem when interventions are more expensive than observations and a budget is specified.…
Internet of Things (IoT) systems increasingly operate in environments where devices must respond in real time while managing fluctuating resource constraints, including energy and bandwidth. Yet, current approaches often fall short in…
Restless multi-armed bandits (RMABs) extend multi-armed bandits to allow for stateful arms, where the state of each arm evolves restlessly with different transitions depending on whether that arm is pulled. Solving RMABs requires…
A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…
We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…
Online restless multi-armed bandits (RMABs) typically assume that each arm follows a stationary Markov Decision Process (MDP) with fixed state transitions and rewards. However, in real-world applications like healthcare and recommendation…
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…
Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…
We present an online tutoring system that learns to provide effective feedback to students after they answer questions incorrectly. Using data from one million students, the system learns which assistance action (e.g., one of multiple…