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eess.SY2024
An Adaptive Method for Contextual Stochastic Multi-armed Bandits with Rewards Generated by a Linear Dynamical System
Jonathan Gornet, Mehdi Hosseinzadeh, Bruno Sinopoli
Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards coll…
stat.ML2024
Restless Bandit Problem with Rewards Generated by a Linear Gaussian Dynamical System
Jonathan Gornet, Bruno Sinopoli
Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner inte…