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We develop asymptotically optimal policies for the multi armed bandit (MAB), problem, under a cost constraint. This model is applicable in situations where each sample (or activation) from a population (bandit) incurs a known bandit…

Machine Learning · Statistics 2015-12-18 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

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

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

This paper proposes a novel framework for humanoid robots to execute inspection tasks with high efficiency and millimeter-level precision. The approach combines hierarchical planning, time-optimal standing position generation, and…

We seek to take a different approach in deriving the optimal search policy for the repeated consumer search model found in Fishman and Rob (1995) with the main motivation of dropping the assumption of prior knowledge of the price…

Theoretical Economics · Economics 2020-12-24 Tung Yu Marco Chan

Contextual bandits are widely-used in the study of learning-based control policies for finite action spaces. While the problem is well-studied for bandits with perfectly observed context vectors, little is known about the case of…

Machine Learning · Statistics 2022-02-03 Hongju Park , Mohamad Kazem Shirani Faradonbeh

We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless Multi-Armed Bandit Problems (RMABPs) connected by constraints…

Optimization and Control · Mathematics 2020-03-30 Jing Fu , Bill Moran , Peter G. Taylor

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

We introduce robustness in \textit{restless multi-armed bandits} (RMABs), a popular model for constrained resource allocation among independent stochastic processes (arms). Nearly all RMAB techniques assume stochastic dynamics are precisely…

Machine Learning · Computer Science 2022-06-23 Jackson A. Killian , Lily Xu , Arpita Biswas , Milind Tambe

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

Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…

Machine Learning · Computer Science 2020-12-29 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

This paper proposes a general unplanned incident analysis framework for public transit systems from the supply and demand sides using automated fare collection (AFC) and automated vehicle location (AVL) data. Specifically, on the supply…

Applications · Statistics 2022-01-05 Baichuan Mo , Max Y von Franque , Haris N. Koutsopoulosc , John Attanuccid , Jinhua Zhao

We formulate and study a fundamental search and detection problem, Schedule Optimization, motivated by a variety of real-world applications, ranging from monitoring content changes on the web, social networks, and user activities to…

Data Structures and Algorithms · Computer Science 2015-09-11 Ahmad Mahmoody , Evgenios M. Kornaropoulos , Eli Upfal

In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just before major holidays. The current paradigm of multi-armed bandit…

Machine Learning · Statistics 2021-02-16 Stefano Tracà , Cynthia Rudin , Weiyu Yan

We consider the setup of stochastic multi-armed bandits in the case when reward distributions are piecewise i.i.d. and bounded with unknown changepoints. We focus on the case when changes happen simultaneously on all arms, and in stark…

Machine Learning · Computer Science 2019-06-10 Subhojyoti Mukherjee , Odalric-Ambrym Maillard

Imagine a patient in critical condition. What and when should be measured to forecast detrimental events, especially under the budget constraints? We answer this question by deep reinforcement learning (RL) that jointly minimizes the…

Machine Learning · Computer Science 2019-06-11 Chun-Hao Chang , Mingjie Mai , Anna Goldenberg

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

This paper introduces the first asymptotically optimal strategy for a multi armed bandit (MAB) model under side constraints. The side constraints model situations in which bandit activations are limited by the availability of certain…

Machine Learning · Statistics 2025-02-10 Apostolos N. Burnetas , Odysseas Kanavetas , Michael N. Katehakis

Very recently crowdsourcing has become the de facto platform for distributing and collecting human computation for a wide range of tasks and applications such as information retrieval, natural language processing and machine learning.…

Machine Learning · Computer Science 2013-05-21 Ittai Abraham , Omar Alonso , Vasilis Kandylas , Aleksandrs Slivkins

Motivated by the fact that humans like some level of unpredictability or novelty, and might therefore get quickly bored when interacting with a stationary policy, we introduce a novel non-stationary bandit problem, where the expected reward…

Machine Learning · Computer Science 2022-03-08 Pierre Laforgue , Giulia Clerici , Nicolò Cesa-Bianchi , Ran Gilad-Bachrach