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The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…

Machine Learning · Computer Science 2023-06-13 Bo Li , Chi Ho Yeung

For marketing, we sometimes need to recommend content for multiple pages in sequence. Different from general sequential decision making process, the use cases have a simpler flow where customers per seeing recommended content on each page…

Machine Learning · Computer Science 2022-03-18 Wenjun Zeng , Yi Liu

We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as…

Machine Learning · Computer Science 2025-08-29 Katherine B. Adams , Justin J. Boutilier , Qinyang He , Yonatan Mintz

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…

Machine Learning · Statistics 2015-11-04 Giuseppe Burtini , Jason Loeppky , Ramon Lawrence

We study the problem of scheduling jobs on fault-prone machines communicating via a shared channel, also known as multiple-access channel. We have $n$ arbitrary length jobs to be scheduled on $m$ identical machines, $f$ of which are prone…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-26 Marek Klonowski , Dariusz R. Kowalski , Jarosław Mirek , Prudence W. H. Wong

The generalized linear bandit framework has attracted a lot of attention in recent years by extending the well-understood linear setting and allowing to model richer reward structures. It notably covers the logistic model, widely used when…

Machine Learning · Computer Science 2020-06-09 Louis Faury , Marc Abeille , Clément Calauzènes , Olivier Fercoq

This paper proposes an almost feasible Sequential Linear Programming (afSLP) algorithm. In the first part, the practical limitations of previously proposed Feasible Sequential Linear Programming (FSLP) methods are discussed along with…

Optimization and Control · Mathematics 2024-01-26 David Kiessling , Charlie Vanaret , Alejandro Astudillo , Wilm Decre , Jan Swevers

Many challenging reinforcement learning (RL) problems require designing a distribution of tasks that can be applied to train effective policies. This distribution of tasks can be specified by the curriculum. A curriculum is meant to improve…

Machine Learning · Computer Science 2023-01-03 Maria Nesterova , Alexey Skrynnik , Aleksandr Panov

Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

Methodology · Statistics 2023-03-01 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

We study online learning in constrained Markov decision processes (CMDPs) with adversarial losses and stochastic hard constraints, under bandit feedback. We consider three scenarios. In the first one, we address general CMDPs, where we…

Machine Learning · Computer Science 2025-02-10 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti

Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-11 Antonio Fernández Anta , Chryssis Georgiou , Dariusz R. Kowalski , Elli Zavou

Safe Interval Path Planning (SIPP) is a powerful algorithm for solving single-agent pathfinding problem when the agent is confined to a graph and certain vertices/edges of this graph are blocked at certain time intervals due to dynamic…

Artificial Intelligence · Computer Science 2023-02-03 Zain Alabedeen Ali , Konstantin Yakovlev

We extend Bayesian multi-armed bandit (MAB) algorithms beyond their original setting by making use of sequential Monte Carlo (SMC) methods. A MAB is a sequential decision making problem where the goal is to learn a policy that maximizes…

Machine Learning · Statistics 2024-04-08 Iñigo Urteaga , Chris H. Wiggins

Time-constrained decision processes have been ubiquitous in many fundamental applications in physics, biology and computer science. Recently, restart strategies have gained significant attention for boosting the efficiency of…

Machine Learning · Computer Science 2020-07-02 Semih Cayci , Atilla Eryilmaz , R. Srikant

We introduce the safe linear stochastic bandit framework---a generalization of linear stochastic bandits---where, in each stage, the learner is required to select an arm with an expected reward that is no less than a predetermined (safe)…

Machine Learning · Statistics 2019-11-22 Kia Khezeli , Eilyan Bitar

Motivated by problems of learning to rank long item sequences, we introduce a variant of the cascading bandit model that considers flexible length sequences with varying rewards and losses. We formulate two generative models for this…

Machine Learning · Computer Science 2022-09-05 Anirban Santara , Claudio Gentile , Gaurav Aggarwal , Shuai Li

Multi-armed bandits (MAB) model sequential decision making problems, in which a learner sequentially chooses arms with unknown reward distributions in order to maximize its cumulative reward. Most of the prior work on MAB assumes that the…

Machine Learning · Computer Science 2018-03-22 Onur Atan , Cem Tekin , Mihaela van der Schaar

We study contextual bandits in the presence of a stage-wise constraint when the constraint must be satisfied both with high probability and in expectation. We start with the linear case where both the reward function and the stage-wise…

Machine Learning · Computer Science 2025-08-22 Aldo Pacchiano , Mohammad Ghavamzadeh , Peter Bartlett

Multi-Agent Pathfinding (MAPF) is the problem of finding paths for multiple agents such that every agent reaches its goal and the agents do not collide. Most prior work on MAPF was on grids, assumed agents' actions have uniform duration,…

Artificial Intelligence · Computer Science 2019-06-17 Anton Andreychuk , Konstantin Yakovlev , Dor Atzmon , Roni Stern

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi