Related papers: Optimizing Urban Service Allocation with Time-Cons…
We consider finite-horizon restless bandits with multiple pulls per period, which play an important role in recommender systems, active learning, revenue management, and many other areas. While an optimal policy can be computed, in…
Many real-world bandit problems involve non-stationary reward distributions, where the optimal decision may shift due to evolving environments. However, the performance of some typical Multi-Armed Bandit (MAB) models such as Upper…
The stochastic multi-armed bandit setting has been recently studied in the non-stationary regime, where the mean payoff of each action is a non-decreasing function of the number of rounds passed since it was last played. This model captures…
We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…
We consider a continuous-time multi-arm bandit problem (CTMAB), where the learner can sample arms any number of times in a given interval and obtain a random reward from each sample, however, increasing the frequency of sampling incurs an…
Multi-armed bandits (MAB) provide a principled online learning approach to attain the balance between exploration and exploitation. Due to the superior performance and low feedback learning without the learning to act in multiple…
In digital health and EdTech, recommendation systems face a significant challenge: users often choose impulsively, in ways that conflict with the platform's long-term payoffs. This misalignment makes it difficult to effectively learn to…
This work considers the scheduling problem for Urban Air Mobility (UAM) vehicles travelling between origin-destination pairs with both hard and soft trip deadlines. Each route is described by a discrete probability distribution over trip…
We propose online algorithms for sequential learning in the contextual multi-armed bandit setting. Our approach is to partition the context space and then optimally combine all of the possible mappings between the partition regions and the…
Collaborative perception (CP) is a critical technology in applications like autonomous driving and smart cities. It involves the sharing and fusion of information among sensors to overcome the limitations of individual perception, such as…
In recent years, urban safety has become a paramount concern for city planners and law enforcement agencies. Accurate prediction of likely crime occurrences can significantly enhance preventive measures and resource allocation. However,…
Sequential experimental design under expensive, gradient-free objectives is a central challenge in computational statistics: evaluation budgets are tightly constrained and information must be extracted efficiently from each observation. We…
Active learning methods have shown great promise in reducing the number of samples necessary for learning. As automated learning systems are adopted into real-time, real-world decision-making pipelines, it is increasingly important that…
We study capacity- and budget-constrained multi-agent MDPs (CB-MA-MDPs), a class that captures many maintenance and scheduling tasks in which each agent can irreversibly fail and a planner must decide (i) when to apply a restorative action…
Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…
We study the Improving Multi-Armed Bandit (IMAB) problem, where the reward obtained from an arm increases with the number of pulls it receives. This model provides an elegant abstraction for many real-world problems in domains such as…
Disease management programs have emerged as a cost-effective approach to treat chronic diseases. Appointment adherence is critical to the success of such programs; missed appointment are costly, resulting in reduced resource utilization and…
In this paper, we present an efficient statistical method (denoted as "Adaptive Resources Allocation CUSUM") to robustly and efficiently detect the hotspot with limited sampling resources. Our main idea is to combine the multi-arm bandit…
A standard assumption in Reinforcement Learning is that the agent observes every visited state-action pair in the associated Markov Decision Process (MDP), along with the per-step rewards. Strong theoretical results are known in this…
The multi-armed bandit (MAB) problem is a foundational framework in sequential decision-making under uncertainty, extensively studied for its applications in areas such as clinical trials, online advertising, and resource allocation.…