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07/30/2021
Indexability and Rollout Policy for Multi-State Partially Observable Restless Bandits
Restless multi-armed bandits with partially observable states has applic...
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02/08/2021
Monte Carlo Rollout Policy for Recommendation Systems with Dynamic User Behavior
We model online recommendation systems using the hidden Markov multi-sta...
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07/25/2020
Simulation Based Algorithms for Markov Decision Processes and Multi-Action Restless Bandits
We consider multi-dimensional Markov decision processes and formulate a ...
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10/04/2019
Online repeated posted price auctions with a demand side platform
We consider an online ad network problem in which an ad exchange auction...
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04/18/2019
Sequential Decision Making under Uncertainty with Dynamic Resource Constraints
This paper studies a class of constrained restless multi-armed bandits. ...
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01/04/2018
