相关论文: Approximations of the Restless Bandit Problem

The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…

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…

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…

We study the piecewise stationary combinatorial semi-bandit problem with causally related rewards. In our nonstationary environment, variations in the base arms' distributions, causal relationships between rewards, or both, change the…

There is a rising interest in industrial online applications where data becomes available sequentially. Inspired by the recommendation of playlists to users where their preferences can be collected during the listening of the entire…

Multi-armed bandit algorithms have become a reference solution for handling the explore/exploit dilemma in recommender systems, and many other important real-world problems, such as display advertisement. However, such algorithms usually…

Restless Multi-Armed Bandits (RMABs) offer a powerful framework for solving resource constrained maximization problems. However, the formulation can be inappropriate for settings where the limiting constraint is a reward threshold rather…

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

We consider minimisation of dynamic regret in non-stationary bandits with a slowly varying property. Namely, we assume that arms' rewards are stochastic and independent over time, but that the absolute difference between the expected…

The piecewise-stationary bandit problem is an important variant of the multi-armed bandit problem that further considers abrupt changes in the reward distributions. The main theme of the problem is the trade-off between exploration for…

In machine learning, the notion of multi-armed bandits refers to a class of online learning problems, in which an agent is supposed to simultaneously explore and exploit a given set of choice alternatives in the course of a sequential…

Motivated by the fact that humans like some level of unpredictability or novelty, and might therefore get quickly bored when interacting with a stationary policy, we introduce a novel non-stationary bandit problem, where the expected reward…

We consider a multi-armed bandit problem motivated by situations where only the extreme values, as opposed to expected values in the classical bandit setting, are of interest. We propose distribution free algorithms using robust statistics…

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…

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

We study the robust best-arm identification problem (RBAI) in the case of linear rewards. The primary objective is to identify a near-optimal robust arm, which involves selecting arms at every round and assessing their robustness by…

This paper introduces the framework of multi-armed sampling, which serves as the sampling counterpart to the optimization problem of multi-armed bandits. Our primary motivation is to rigorously examine the exploration-exploitation trade-off…

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…

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…

We consider a sequential stochastic multi-armed bandit problem where the agent interacts with bandit over multiple episodes. The reward distribution of the arms remain constant throughout an episode but can change over different episodes.…