arXiv:2602.10727v3 Announce Type: replace
Abstract: Rising Multi-Armed Bandits (RMABs) model sequential decision problems where each arm's expected reward improves with repeated pulls. In such proble...
By Seockbean Song, Chenyu Gan, Youngsik Yoon, Siwei Wang, Wei Chen, Jungseul Ok
arXiv:2606. 08977v1 Announce Type: new Abstract: Motivated by the recency effect in online learning, we study algorithms for single-pass *sliding-window streaming multi-armed bandits (MABs)* in this paper.
By Vladimir Braverman, Chen Wang, Liudeng Wang, Samson Zhou
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:2605.20854v3 Announce Type: replace
Abstract: We provide the first regret analysis of ReMax in stochastic multi-armed bandits. Originally introduced for reinforcement learning, ReMax is motivat...
By Bingkui Tong, Junpei Komiyama, Soichiro Nishimori, Paavo Parmas
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. 07304v1 Announce Type: new Abstract: In this paper we first study the problem of generalized linear bandit (GLB) under heavy-tailed noise.
By Tianshuo Zheng, Ting Wu, Zhi-Hua Zhou, Keqin Liu