相关论文: A Linear Programming Relaxation and a Heuristic fo…

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is…

Restless bandits are an important class of problems with applications in recommender systems, active learning, revenue management and other areas. We consider infinite-horizon discounted restless bandits with many arms where a fixed…

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

This work deals with a class of problems under interval data uncertainty, namely interval robust-hard problems, composed of interval data min-max regret generalizations of classical NP-hard combinatorial problems modeled as 0-1 integer…

We study two model selection settings in stochastic linear bandits (LB). In the first setting, which we refer to as feature selection, the expected reward of the LB problem is in the linear span of at least one of $M$ feature maps (models).…

This paper addresses the poor finite-horizon performance of existing online \emph{restless bandit} (RB) algorithms, which stems from the prohibitive sample complexity of learning a full \emph{Markov decision process} (MDP) for each agent.…

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

A recent work by Schlisselberg et al. (2024) studies a delay-as-payoff model for stochastic multi-armed bandits, where the payoff (either loss or reward) is delayed for a period that is proportional to the payoff itself. While this captures…

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…

Canonical algorithms for multi-armed bandits typically assume a stationary reward environment where the size of the action space (number of arms) is small. More recently developed methods typically relax only one of these assumptions:…

We study the problem of adversarial combinatorial bandit with a switching cost $\lambda$ for a switch of each selected arm in each round, considering both the bandit feedback and semi-bandit feedback settings. In the oblivious adversarial…

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward function of the arms it…

In this paper, we address the stochastic contextual linear bandit problem, where a decision maker is provided a context (a random set of actions drawn from a distribution). The expected reward of each action is specified by the inner…

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

In many applications of online decision making, the environment is non-stationary and it is therefore crucial to use bandit algorithms that handle changes. Most existing approaches are designed to protect against non-smooth changes,…

In this work we consider a stochastic linear quadratic two-player game. The state measurements are observed through a switched noiseless communication link. Each player incurs a finite cost every time the link is established to get…

We study approximation algorithms for scheduling problems with the objective of minimizing total weighted completion time, under identical and related machine models with job precedence constraints. We give algorithms that improve upon many…

In this paper, we consider a general observation model for restless multi-armed bandit problems. The operation of the player is based on the past observation history that is limited (partial) and error-prone due to resource constraints or…