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The stochastic multi-armed bandit (MAB) problem is one of the most fundamental models in sequential decision-making, with the core challenge being the trade-off between exploration and exploitation. Although algorithms such as Upper…

Machine Learning · Computer Science 2025-10-13 Di Zhang

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

With the development of 5G technology, mobile edge computing (MEC) is becoming a useful architecture, which is envisioned as a cloud computing extension version. Users within MEC system could deal with data processing at edge terminals,…

Networking and Internet Architecture · Computer Science 2022-05-10 Hangfan Li , Xiaoxiong Zhong , Xinghan Wang , Yun Ji , Sheng Zhang

Recently multi-armed bandit problem arises in many real-life scenarios where arms must be sampled in batches, due to limited time the agent can wait for the feedback. Such applications include biological experimentation and online…

Machine Learning · Statistics 2023-12-22 Shengyu Cao , Simai He , Ruoqing Jiang , Jin Xu , Hongsong Yuan

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

Multi-armed bandit problems (MABPs) are a special type of optimal control problem well suited to model resource allocation under uncertainty in a wide variety of contexts. Since the first publication of the optimal solution of the classic…

Methodology · Statistics 2015-07-30 Sofía S. Villar , Jack Bowden , James Wason

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

We present a novel approach to deformable object manipulation that does not rely on highly-accurate modeling. The key contribution of this paper is to formulate the task as a Multi-Armed Bandit problem, with each arm representing a model of…

Robotics · Computer Science 2020-06-02 Dale McConachie , Dmitry Berenson

This paper proposes a Time Division Multiple Access (TDMA) MAC slot allocation protocol with efficient bandwidth usage in wireless sensor networks and Internet of Things (IoTs). The developed protocol has two primary components: a…

Networking and Internet Architecture · Computer Science 2023-02-13 Hrishikesh Dutta , Amit Kumar Bhuyan , Subir Biswas

Bandit optimization usually refers to the class of online optimization problems with limited feedback, namely, a decision maker uses only the objective value at the current point to make a new decision and does not have access to the…

Machine Learning · Computer Science 2026-02-18 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Anastasiia Soboleva

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

We study lifelong learning in linear bandits, where a learner interacts with a sequence of linear bandit tasks whose parameters lie in an $m$-dimensional subspace of $\mathbb{R}^d$, thereby sharing a low-rank representation. Current…

Machine Learning · Computer Science 2025-01-24 Thang Duong , Zhi Wang , Chicheng Zhang

The early sections of this paper present an analysis of a Markov decision model that is known as the multi-armed bandit under the assumption that the utility function of the decision maker is either linear or exponential. The analysis…

Optimization and Control · Mathematics 2012-03-22 Eric V. Denardo , Eugene A. Feinberg , Uriel G. Rothblum

How to explore efficiently is a central problem in multi-armed bandits. In this paper, we introduce the metadata-based multi-task bandit problem, where the agent needs to solve a large number of related multi-armed bandit tasks and can…

Machine Learning · Computer Science 2021-08-17 Runzhe Wan , Lin Ge , Rui Song

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

Deep Reinforcement Learning has been shown to be very successful in complex games, e.g. Atari or Go. These games have clearly defined rules, and hence allow simulation. In many practical applications, however, interactions with the…

Machine Learning · Computer Science 2019-02-12 Andreas Merentitis , Kashif Rasul , Roland Vollgraf , Abdul-Saboor Sheikh , Urs Bergmann

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li

Distributed computing systems are essential for meeting the demands of modern applications, yet transitioning from single-system to distributed environments presents significant challenges. Misallocating resources in shared systems can lead…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-17 Tainã Coleman , Hena Ahmed , Ravi Shende , Ismael Perez , Ïlkay Altintaş

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk…

Machine Learning · Computer Science 2022-06-28 Tianyu Wang , Lin F. Yang , Zizhuo Wang

Recommender systems in online marketplaces face the challenge of balancing multiple objectives to satisfy various stakeholders, including customers, providers, and the platform itself. This paper introduces Juggler-MAB, a hybrid approach…

Machine Learning · Computer Science 2024-09-16 Tiago Cunha , Andrea Marchini