We consider a combinatorial generalization of the classical multi-armed bandit problem that is defined as follows. There is a given bipartite graph of M users and N M resources. F...
We consider the classical multi-armed bandit problem with Markovian rewards. When played an arm changes its state in a Markovian fashion while it remains frozen when not played. Th...
In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of int...
We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. In this problem, at each time, a player chooses K out of N (N > K) arms to play. The state of ...
We formulate and study a new variant of the k-armed bandit problem, motivated by e-commerce applications. In our model, arms have (stochastic) lifetime after which they expire. In...
Deepayan Chakrabarti, Ravi Kumar, Filip Radlinski,...