Related papers: Optimizing Urban Service Allocation with Time-Cons…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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.…
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…