arXiv:2606. 08028v1 Announce Type: new Abstract: We study high-probability regret bounds for online convex optimization (OCO) with strongly convex losses and establish three results that resolve open questions at the intersection of noise adaptivity, feedback structure, and constraint satisfaction.
arXiv:2607. 23679v1 Announce Type: new Abstract: Recent years have witnessed increasing interests in tackling heteroscedastic noise in bandits and reinforcement learning.
arXiv:2603. 25029v4 Announce Type: replace Abstract: We study online convex optimization (OCO) with two-point bandit feedback against a non-anticipating adaptive adversary.
arXiv:2605. 09454v2 Announce Type: replace-cross Abstract: We study the $\textit{single-index bandit}$ problem, where rewards depend on an unknown one-dimensional projection of high-dimensional contexts through an unknown reward function.
arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.
arXiv:2603. 28201v3 Announce Type: replace Abstract: We revisit the standard perturbation-based approach of Abernethy et al.
arXiv:2606. 27448v1 Announce Type: new Abstract: This paper studies the problem of regret minimization in Markovian bandits with \emph{non-observable states} and possibly \emph{constrained} decision epochs.
arXiv:2606. 09191v1 Announce Type: new Abstract: We prove that $\rho\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $\rho$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms.
arXiv:2607. 19854v1 Announce Type: new Abstract: We study horizon-free regret minimization for finite-horizon time-homogeneous tabular Markov decision processes with $S$ states, $A$ actions, horizon $H$, and per-trajectory total reward bounded by $1$.
We prove that $ρ\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $ρ$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms. Both this result and its bounded-support counterpart require only continuity of $ρ$: strictly weaker than the dominance condition of prior parametric Thompson Sampling results, and strictly weaker than the Lipschitz condition of UCB-type algorithms, yielding the first instance-optimal guarantees for non-Lipschitz functionals such as the Sharpe ratio without parametric reward assumptions.
arXiv:2606. 09668v1 Announce Type: new Abstract: Contextual queueing bandits provide a framework for learning to schedule heterogeneous jobs under unknown context-dependent service rates.
arXiv:2510. 21431v2 Announce Type: replace-cross Abstract: We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback.
arXiv:2607. 27073v1 Announce Type: new Abstract: We study online convex optimization (OCO) in non-stationary environments under heavy-tailed noise, where the stochastic gradient oracle admits only a finite $p$-th central moment for some $p \in (1, 2]$.