arXiv:2606. 03554v1 Announce Type: cross Abstract: Physical systems do not merely add noise to search processes; they impose constraints that generate structured correlations.
By Song-Ju Kim
arXiv:2606. 09002v1 Announce Type: cross Abstract: We study a stochastic multi-armed bandit problem in which the set of available arms expands over time.
By Deqi Zheng, Xiaoyang Xu, Yuhong Yang
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:2607. 16986v1 Announce Type: new Abstract: This paper introduces Periodic Bootstrap Thompson Sampling (PBTS), an innovative extension of the classic Thompson Sampling (TS) algorithm tailored for bandit problems with periodic non-stationarity.
By Boning Shao
arXiv:2311. 07565v3 Announce Type: replace Abstract: We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function.
By David Janz, Shuai Liu, Alex Ayoub, Csaba Szepesv\'ari
arXiv:2409. 05980v2 Announce Type: replace-cross Abstract: Rested and Restless Bandits are two well-known bandit settings that are useful to model real-world sequential decision-making problems in which the expected reward of an arm evolves over time due to the actions we perform or due to the nature.
By Gianmarco Genalti, Marco Mussi, Nicola Gatti, Marcello Restelli, Matteo Castiglioni, Alberto Maria Metelli