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Sequential experiments are often characterized by an exploration-exploitation tradeoff that is captured by the multi-armed bandit (MAB) framework. This framework has been studied and applied, typically when at each time period feedback is…

Machine Learning · Computer Science 2020-12-22 Yonatan Gur , Ahmadreza Momeni

We study the greedy (exploitation-only) algorithm in bandit problems with a known reward structure. We allow arbitrary finite reward structures, while prior work focused on a few specific ones. We fully characterize when the greedy…

Machine Learning · Computer Science 2025-11-10 Aleksandrs Slivkins , Yunzong Xu , Shiliang Zuo

We study the problem of how to construct a set of policies that can be composed together to solve a collection of reinforcement learning tasks. Each task is a different reward function defined as a linear combination of known features. We…

Artificial Intelligence · Computer Science 2021-12-13 Tom Zahavy , Andre Barreto , Daniel J Mankowitz , Shaobo Hou , Brendan O'Donoghue , Iurii Kemaev , Satinder Singh

Safe-interval path planning (SIPP) is a powerful algorithm for finding a path in the presence of dynamic obstacles. SIPP returns provably optimal solutions. However, in many practical applications of SIPP such as path planning for robots,…

Artificial Intelligence · Computer Science 2020-06-03 Konstantin Yakovlev , Anton Andreychuk , Roni Stern

Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…

Optimization and Control · Mathematics 2020-10-26 Harsha Gangammanavar , Suvrajeet Sen

We study finite-armed stochastic bandits where the rewards of each arm might be correlated to those of other arms. We introduce a novel phased algorithm that exploits the given structure to build confidence sets over the parameters of the…

Machine Learning · Computer Science 2020-05-26 Andrea Tirinzoni , Alessandro Lazaric , Marcello Restelli

We study reward maximisation in a wide class of structured stochastic multi-armed bandit problems, where the mean rewards of arms satisfy some given structural constraints, e.g. linear, unimodal, sparse, etc. Our aim is to develop methods…

Machine Learning · Statistics 2020-07-03 Rémy Degenne , Han Shao , Wouter M. Koolen

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

In this study, we propose and analyze in simulations a new, highly flexible method of implementing synaptic plasticity in a wafer-scale, accelerated neuromorphic hardware system. The study focuses on globally modulated STDP, as a special…

Neurons and Cognition · Quantitative Biology 2013-08-21 Simon Friedmann , Nicolas Frémaux , Johannes Schemmel , Wulfram Gerstner , Karlheinz Meier

Multi-Agent Path Finding (MAPF) is a long-standing problem in Robotics and Artificial Intelligence in which one needs to find a set of collision-free paths for a group of mobile agents (robots) operating in the shared workspace. Due to its…

Robotics · Computer Science 2021-08-12 Zain Alabedeen Ali , Konstantin Yakovlev

Preferences play a key role in determining what goals/constraints to satisfy when not all constraints can be satisfied simultaneously. In this paper, we study how to synthesize preference satisfying plans in stochastic systems, modeled as…

Artificial Intelligence · Computer Science 2022-10-06 Abhishek N. Kulkarni , Jie Fu

In this work, we study sequential choice bandits with feedback. We propose bandit algorithms for a platform that personalizes users' experience to maximize its rewards. For each action directed to a given user, the platform is given a…

Machine Learning · Statistics 2021-01-06 Anshuka Rangi , Massimo Franceschetti , Long Tran-Thanh

The primary goal of my Ph.D. study is to develop provably efficient and practical algorithms for data-driven sequential decision-making under uncertainty. My work focuses on reinforcement learning (RL), multi-armed bandits, and their…

Machine Learning · Computer Science 2025-05-16 Zhiyong Wang

The celebrated multi-armed bandit problem in decision theory models the basic trade-off between exploration, or learning about the state of a system, and exploitation, or utilizing the system. In this paper we study the variant of the…

Data Structures and Algorithms · Computer Science 2013-06-19 Sudipto Guha , Kamesh Munagala

We improve the efficiency of algorithms for stochastic \emph{combinatorial semi-bandits}. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as \emph{independence}. However,…

Machine Learning · Statistics 2019-06-24 Pierre Perrault , Vianney Perchet , Michal Valko

Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

Contextual online decision-making problems with constraints appear in a wide range of real-world applications, such as adaptive experimental design under safety constraints, personalized recommendation with resource limits, and dynamic…

Machine Learning · Statistics 2025-05-23 Haichen Hu , David Simchi-Levi , Navid Azizan

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

Machine Learning · Computer Science 2023-03-02 Ronald C. van den Broek , Rik Litjens , Tobias Sagis , Luc Siecker , Nina Verbeeke , Pratik Gajane

Fault tolerance overhead of high performance computing (HPC) applications is becoming critical to the efficient utilization of HPC systems at large scale. HPC applications typically tolerate fail-stop failures by checkpointing. Another…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-06-22 Erlin Yao , Mingyu Chen , Rui Wang , Wenli Zhang , Guangming Tan

A core element in decision-making under uncertainty is the feedback on the quality of the performed actions. However, in many applications, such feedback is restricted. For example, in recommendation systems, repeatedly asking the user to…

Machine Learning · Computer Science 2021-07-13 Yonathan Efroni , Nadav Merlis , Aadirupa Saha , Shie Mannor
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