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While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

Standard Multi-Armed Bandit (MAB) problems assume that the arms are independent. However, in many application scenarios, the information obtained by playing an arm provides information about the remainder of the arms. Hence, in such…

Machine Learning · Computer Science 2014-10-30 Onur Atan , Cem Tekin , Mihaela van der Schaar

Retrieval Augmented Generation (RAG) has proven to be highly effective in boosting the generative performance of language model in knowledge-intensive tasks. However, existing RAG framework either indiscriminately perform retrieval or rely…

Artificial Intelligence · Computer Science 2025-01-03 Xiaqiang Tang , Qiang Gao , Jian Li , Nan Du , Qi Li , Sihong Xie

Multi-agent reinforcement learning (MARL) studies crucial principles that are applicable to a variety of fields, including wireless networking and autonomous driving. We propose a photonic-based decision-making algorithm to address one of…

Machine Learning · Computer Science 2024-07-15 Shun Kotoku , Takatomo Mihana , André Röhm , Ryoichi Horisaki

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Machine Learning · Statistics 2024-05-24 Jonathan Gornet , Bruno Sinopoli

In human-computer interaction applications like hand gesture recognition, supervised learning models are often trained on a large population of users to achieve high task accuracy. However, due to individual variability in sensor signals…

Human-Computer Interaction · Computer Science 2025-09-12 Duke Lin , Michael Paskett , Ying Yang

In this paper, we study the Bayesian risk-averse formulation in reinforcement learning (RL). To address the epistemic uncertainty due to a lack of data, we adopt the Bayesian Risk Markov Decision Process (BRMDP) to account for the parameter…

Machine Learning · Computer Science 2025-09-18 Yuhao Wang , Enlu Zhou

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

Multi-player Multi-Armed Bandits (MAB) have been extensively studied in the literature, motivated by applications to Cognitive Radio systems. Driven by such applications as well, we motivate the introduction of several levels of feedback…

Machine Learning · Statistics 2019-04-30 Lilian Besson , Emilie Kaufmann

We consider the discrete time infinite horizon average reward restless markovian bandit (RMAB) problem. We propose a \emph{model predictive control} based non-stationary policy with a rolling computational horizon $\tau$. At each time-slot,…

Optimization and Control · Mathematics 2025-06-06 Nicolas Gast , Dheeraj Narasimha

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…

Machine Learning · Computer Science 2021-04-14 Arun Verma , Manjesh K. Hanawal , Arun Rajkumar , Raman Sankaran

We consider a general infinite horizon Heterogeneous Restless multi-armed Bandit (RMAB). Heterogeneity is a fundamental problem for many real-world systems largely because it resists many concentration arguments. In this paper, we assume…

Optimization and Control · Mathematics 2025-11-12 Dheeraj Narasimha , Nicolas Gast

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Farshad Rahimi , Sepideh Ziaei

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

Networks are central to many economic and organizational applications, including workplace team formation, social platform recommendations, and classroom friendship development. In these settings, networks are modeled as graphs, with agents…

Econometrics · Economics 2025-07-28 Yan Xu , Bo Zhou

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario…

Machine Learning · Computer Science 2019-11-12 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman , Adam N. Letchford

We consider a general multi-armed bandit problem with correlated (and simple contextual and restless) elements, as a relaxed control problem. By introducing an entropy regularisation, we obtain a smooth asymptotic approximation to the value…

Optimization and Control · Mathematics 2022-09-07 Samuel N. Cohen , Tanut Treetanthiploet

We address the problem of coordination and control of Connected and Automated Vehicles (CAVs) in the presence of imperfect observations in mixed traffic environment. A commonly used approach is learning-based decision-making, such as…

Robotics · Computer Science 2024-09-25 Zhili Zhang , H M Sabbir Ahmad , Ehsan Sabouni , Yanchao Sun , Furong Huang , Wenchao Li , Fei Miao

Communication networks shared by many users are a widespread challenge nowadays. In this paper we address several aspects of this challenge simultaneously: learning unknown stochastic network characteristics, sharing resources with other…

Machine Learning · Computer Science 2018-08-16 Orly Avner , Shie Mannor
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