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The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

We study the multichannel quickest change detection problem with bandit feedback and controlled sensing, in which an agent sequentially selects one of the data streams to observe at each time-step and aims to detect an unknown change as…

In this paper, we propose a cost-aware cascading bandits model, a new variant of multi-armed ban- dits with cascading feedback, by considering the random cost of pulling arms. In each step, the learning agent chooses an ordered list of…

We propose a novel variant of the UCB algorithm (referred to as Efficient-UCB-Variance (EUCBV)) for minimizing cumulative regret in the stochastic multi-armed bandit (MAB) setting. EUCBV incorporates the arm elimination strategy proposed in…

The design of personalized incentives or recommendations to improve user engagement is gaining prominence as digital platform providers continually emerge. We propose a multi-armed bandit framework for matching incentives to users, whose…

The multi-armed bandit(MAB) problem is a simple yet powerful framework that has been extensively studied in the context of decision-making under uncertainty. In many real-world applications, such as robotic applications, selecting an arm…

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the $K$-armed bandit problem. Despite extensive research over the past decades aimed at understanding their asymptotic and (near) minimax…

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

We consider the problem where M agents collaboratively interact with an instance of a stochastic K-armed contextual bandit, where K>>M. The goal of the agents is to simultaneously minimize the cumulative regret over all the agents over a…

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

The contextual multi-armed bandit (MAB) is a widely used framework for problems requiring sequential decision-making under uncertainty, such as recommendation systems. In applications involving a large number of users, the performance of…

We provide a simple method to combine stochastic bandit algorithms. Our approach is based on a "meta-UCB" procedure that treats each of $N$ individual bandit algorithms as arms in a higher-level $N$-armed bandit problem that we solve with a…

Many physical systems have underlying safety considerations that require that the strategy deployed ensures the satisfaction of a set of constraints. Further, often we have only partial information on the state of the system. We study the…

This paper presents an algorithmic framework for the distributed on-line source seeking, termed as 'DoSS', with a multi-robot system in an unknown dynamical environment. Our algorithm, building on a novel concept called dummy confidence…

A standard assumption in contextual multi-arm bandit is that the true context is perfectly known before arm selection. Nonetheless, in many practical applications (e.g., cloud resource management), prior to arm selection, the context…

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

The multi-armed bandit (MAB) problems are widely studied in fields of operations research, stochastic optimization, and reinforcement learning. In this paper, we consider the classical MAB model with heavy-tailed reward distributions and…

Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…

By exploiting the computing power and local data of distributed clients, federated learning (FL) features ubiquitous properties such as reduction of communication overhead and preserving data privacy. In each communication round of FL, the…