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This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…

Machine Learning · Computer Science 2022-12-23 Arun Verma

Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…

Machine Learning · Statistics 2022-08-23 Gi-Soo Kim , Hyun-Joon Yang , Jane P. Kim

Recommender systems are a ubiquitous feature of online platforms. Increasingly, they are explicitly tasked with increasing users' long-term satisfaction. In this context, we study a content exploration task, which we formalize as a…

Machine Learning · Computer Science 2023-07-21 Thomas M. McDonald , Lucas Maystre , Mounia Lalmas , Daniel Russo , Kamil Ciosek

This paper presents a class of Dynamic Multi-Armed Bandit problems where the reward can be modeled as the noisy output of a time varying linear stochastic dynamic system that satisfies some boundedness constraints. The class allows many…

Machine Learning · Computer Science 2017-10-10 T. W. U. Madhushani , D. H. S. Maithripala , N. E. Leonard

Sequential decision-making is central to sustainable agricultural management and precision agriculture, where resource inputs must be optimized under uncertainty and over time. However, such decisions must often be made with limited…

Machine Learning · Statistics 2026-02-24 Sakshi Arya , Wentao Lin

The goal of Multi-Agent Path Finding (MAPF) is to find a set of paths for a fleet of agents moving in a shared environment such that the agents reach their goals without colliding with each other. In practice, some of the robots executing…

Multiagent Systems · Computer Science 2025-09-15 David Zahrádka , Denisa Mužíková , David Woller , Miroslav Kulich , Jiří Švancara , Roman Barták

This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…

Machine Learning · Computer Science 2023-01-30 Arun Verma

Bandit algorithms are guaranteed to solve diverse sequential decision-making problems, provided that a sufficient exploration budget is available. However, learning from scratch is often too costly for personalization tasks where a single…

Machine Learning · Computer Science 2025-08-08 Newton Mwai , Emil Carlsson , Fredrik D. Johansson

In constrained Markov decision processes (CMDPs) with adversarial rewards and constraints, a well-known impossibility result prevents any algorithm from attaining both sublinear regret and sublinear constraint violation, when competing…

Machine Learning · Computer Science 2024-09-27 Francesco Emanuele Stradi , Anna Lunghi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

Machine Learning · Computer Science 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

In a typical stochastic multi-armed bandit problem, the objective is often to maximize the expected sum of rewards over some time horizon $T$. While the choice of a strategy that accomplishes that is optimal with no additional information,…

Machine Learning · Computer Science 2023-11-01 Reda Alami , Mohammed Mahfoud , Mastane Achab

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

Artificial Intelligence · Computer Science 2011-10-12 J. Culberson , Y. Gao

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best, but the sequential nature of the problem permits learning…

Econometrics · Economics 2020-08-13 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

The stochastic multi-armed bandit has provided a framework for studying decision-making in unknown environments. We propose a variant of the stochastic multi-armed bandit where the rewards are sampled from a stochastic linear dynamical…

Machine Learning · Computer Science 2022-04-13 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

We study online learning in episodic constrained Markov decision processes (CMDPs), where the learner aims at collecting as much reward as possible over the episodes, while satisfying some long-term constraints during the learning process.…

We study learning to learn for the multi-task structured bandit problem where the goal is to learn a near-optimal algorithm that minimizes cumulative regret. The tasks share a common structure and an algorithm should exploit the shared…

Machine Learning · Computer Science 2025-10-24 Subhojyoti Mukherjee , Josiah P. Hanna , Qiaomin Xie , Robert Nowak

The Win Ratio has gained significant traction in cardiovascular trials as a novel method for analyzing composite endpoints (Pocock and others, 2012). Compared with conventional approaches based on time to the first event, the Win Ratio…

Methodology · Statistics 2024-10-10 Baoshan Zhang , Yuan Wu

Sequential recommendation is a popular task in academic research and close to real-world application scenarios, where the goal is to predict the next action(s) of the user based on his/her previous sequence of actions. In the training…

Information Retrieval · Computer Science 2022-04-26 Yuli Liu , Christian Walder , Lexing Xie