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.
By Thomas Hira, Victor Boone, Urtzi Ayesta, Ina Maria Verloop
arXiv:2606. 00835v1 Announce Type: new Abstract: Network routers that enforce Quality-of-Service (QoS) guarantees must decide, at every clock cycle, which expiring packet of information to transmit, even when the value of the packet is unknown until it is processed.
By Gianmarco Genalti, Achraf Azize, Vianney Perchet
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.
By Devdan Dey, Sujoy Bhore, Avishek Ghosh
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.
By Gianmarco Genalti, Alberto Maria Metelli
arXiv:2607. 02891v1 Announce Type: new Abstract: Many online decision-making problems involve both round-specific feasible actions and drifting reward models: eligible ad impressions, feasible prices, and available treatments can change over time, while user preferences, demand curves, and patient responses may evolve.
By Zihao Hu, Yuan Yao, Jiheng Zhang, Zhengyuan Zhou
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 $1$.
By Runlong Zhou, Zihan Zhang, Maryam Fazel, Simon S. Du