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相关论文: Incentivized Exploration for Multi-Armed Bandits u…

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We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival,…

机器学习 · 计算机科学 2018-11-06 Siwei Wang , Longbo Huang

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

最优化与控制 · 数学 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard

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…

机器学习 · 计算机科学 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

In multi-armed bandits, the most-explored arms are the most informative, while reward maximization typically pulls only the best arm. We study the tradeoff between identifying arm means accurately and accumulating reward, and present an…

机器学习 · 计算机科学 2026-05-04 Akram Erraqabi , Alessandro Lazaric , Michal Valko , Emma Brunskill , Yun-En Liu

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…

机器学习 · 计算机科学 2025-10-13 Di Zhang

We consider incentivized exploration: a version of multi-armed bandits where the choice of arms is controlled by self-interested agents, and the algorithm can only issue recommendations. The algorithm controls the flow of information, and…

计算机科学与博弈论 · 计算机科学 2022-06-14 Mark Sellke , Aleksandrs Slivkins

We study the problem of incentivizing exploration for myopic users in linear bandits, where the users tend to exploit arm with the highest predicted reward instead of exploring. In order to maximize the long-term reward, the system offers…

机器学习 · 计算机科学 2021-04-09 Huazheng Wang , Haifeng Xu , Chuanhao Li , Zhiyuan Liu , Hongning Wang

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

机器学习 · 计算机科学 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

机器学习 · 计算机科学 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

This paper explores multi-armed bandit (MAB) strategies in very short horizon scenarios, i.e., when the bandit strategy is only allowed very few interactions with the environment. This is an understudied setting in the MAB literature with…

机器学习 · 计算机科学 2021-02-11 Robert C. Gray , Jichen Zhu , Santiago Ontañón

In this study, we consider the infinitely many-armed bandit problems in a rested rotting setting, where the mean reward of an arm may decrease with each pull, while otherwise, it remains unchanged. We explore two scenarios regarding the…

机器学习 · 计算机科学 2025-06-03 Jung-hun Kim , Milan Vojnovic , Se-Young Yun

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

机器学习 · 计算机科学 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

The problem of multi-armed bandits (MAB) asks to make sequential decisions while balancing between exploitation and exploration, and have been successfully applied to a wide range of practical scenarios. Various algorithms have been…

机器学习 · 计算机科学 2022-02-24 Xiaojin Zhang , Shuai Li , Weiwen Liu , Shengyu Zhang

The Multiarmed Bandits (MAB) problem has been extensively studied and has seen many practical applications in a variety of fields. The Survival Multiarmed Bandits (S-MAB) open problem is an extension which constrains an agent to a budget…

机器学习 · 计算机科学 2024-11-06 Peter Veroutis , Frédéric Godin

We propose a multi-agent multi-armed bandit (MA-MAB) framework aimed at ensuring fair outcomes across agents while maximizing overall system performance. A key challenge in this setting is decision-making under limited information about arm…

机器学习 · 计算机科学 2026-01-28 Tianyi Xu , Jiaxin Liu , Nicholas Mattei , Zizhan Zheng

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…

机器学习 · 计算机科学 2024-05-03 Guojun Xiong , Jian Li

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…

机器学习 · 计算机科学 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

In retail, there are predictable yet dramatic time-dependent patterns in customer behavior, such as periodic changes in the number of visitors, or increases in customers just before major holidays. The current paradigm of multi-armed bandit…

机器学习 · 统计学 2021-02-16 Stefano Tracà , Cynthia Rudin , Weiyu Yan

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

机器学习 · 计算机科学 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We consider non-stationary multi-arm bandit (MAB) where the expected reward of each action follows a linear function of the number of times we executed the action. Our main result is a tight regret bound of $\tilde{\Theta}(T^{4/5}K^{3/5})$,…

机器学习 · 计算机科学 2025-01-09 Omer Amichay , Yishay Mansour