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We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

Machine Learning · Statistics 2019-09-13 Alexander Luedtke , Emilie Kaufmann , Antoine Chambaz

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…

Optimization and Control · Mathematics 2021-07-27 Xiangyu Zhang , Peter I. Frazier

This paper considers the scheduling of stochastic jobs on parallel identical machines to minimize the expected total weighted completion time. While this is a classical problem with a significant body of research on approximation algorithms…

Data Structures and Algorithms · Computer Science 2026-01-27 Benjamin Moseley , Kirk Pruhs , Marc Uetz , Rudy Zhou

The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially pulling an arm from a multi-armed slot machine where each arm…

Machine Learning · Statistics 2018-05-16 Xue Lu , Niall Adams , Nikolas Kantas

Recently proposed reward-conditioned policies (RCPs) offer an appealing alternative in reinforcement learning. Compared with policy gradient methods, policy learning in RCPs is simpler since it is based on supervised learning, and unlike…

Machine Learning · Computer Science 2024-06-18 Kai Xu , Farid Tajaddodianfar , Ben Allison

A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…

Robotics · Computer Science 2023-09-26 Patrick Zhong , Federico Rossi , Dylan A. Shell

This work proposes a unified heuristic algorithm for a large class of earliness-tardiness (E-T) scheduling problems. We consider single/parallel machine E-T problems that may or may not consider some additional features such as idle time,…

Artificial Intelligence · Computer Science 2017-01-11 Arthur Kramer , Anand Subramanian

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

This paper proposes a general framework of multi-armed bandit (MAB) processes by introducing a type of restrictions on the switches among arms evolving in continuous time. The Gittins index process is constructed for any single arm subject…

Probability · Mathematics 2021-12-28 Wenqing Bao , Xiaoqiang Cai , Xianyi Wu

Online scheduling has been a well studied and challenging research problem over the last five decades since the pioneering work of Graham with immense practical significance in various applications such as interactive parallel processing,…

Operating Systems · Computer Science 2020-01-15 Debasis Dwibedy , Rakesh Mohanty

This paper addresses the flexible job shop scheduling problem with sequencing flexibility and position-based learning effect. In this variant of the flexible job shop scheduling problem, precedence constraints of the operations constituting…

Optimization and Control · Mathematics 2024-03-26 Kennedy A. G. Araújo , Ernesto G. Birgin , Débora P. Ronconi

We consider the problem of maximizing the expected average reward obtained over an infinite time horizon by $n$ weakly coupled Markov decision processes. Our setup is a substantial generalization of the multi-armed restless bandit problem…

Optimization and Control · Mathematics 2026-04-01 Diego Goldsztajn , Konstantin Avrachenkov

We consider the problem of scheduling jobs on unrelated machines so as to minimize the sum of weighted completion times. Our main result is a $(3/2-c)$-approximation algorithm for some fixed $c>0$, improving upon the long-standing bound of…

Data Structures and Algorithms · Computer Science 2015-12-02 Nikhil Bansal , Aravind Srinivasan , Ola Svensson

We consider the problem of scheduling in multi-class, parallel-server queuing systems with uncertain rewards from job-server assignments. In this scenario, jobs incur holding costs while awaiting completion, and job-server assignments yield…

Machine Learning · Computer Science 2025-08-15 Jung-hun Kim , Milan Vojnovic

A smart target, also referred to as a reactive target, can take maneuvering motions to hinder radar tracking. We address beam scheduling for tracking multiple smart targets in phased array radar networks. We aim to mitigate the performance…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yuhang Hao , Zengfu Wang , José Niño-Mora , Jing Fu , Min Yang , Quan Pan

This paper studies the application of the simulated annealing metaheuristic on the identical parallel machine scheduling problem, a variant of the broader optimal job scheduling problem. In the identical parallel machine scheduling problem,…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-17 Jiaxing Li , David Perkins

This paper considers the problem of scheduling jobs on single and parallel machines where all the jobs possess different processing times but a common due date. There is a penalty involved with each job if it is processed earlier or later…

Data Structures and Algorithms · Computer Science 2013-11-13 Abhishek Awasthi , Jörg Lässig , Oliver Kramer

Work-stealing systems are typically oblivious to the nature of the tasks they are scheduling. For instance, they do not know or take into account how long a task will take to execute or how many subtasks it will spawn. Moreover, the actual…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-05-29 Martin Wimmer , Daniel Cederman , Jesper Larsson Träff , Philippas Tsigas

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
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