Stochastic bandits with pathwise constraints

Orly Avner; Shie Mannor

doi:10.1109/EEEI.2012.6376912

Stochastic bandits with pathwise constraints

Orly Avner, Shie Mannor

Technion - Israel Institute of Technology

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Abstract

We consider the problem of stochastic bandits, with the goal of maximizing a reward while satisfying pathwise constraints. The motivation for this problem comes from cognitive radio networks, in which agents need to choose between different transmission profiles to maximize throughput under certain operational constraints such as limited average power. Stochastic bandits serve as a natural model for an unknown, stationary environment. We propose an algorithm, based on a steering approach, and analyze its regret with respect to the optimal stationary policy that knows the statistics of the different arms.

Original language	English
Title of host publication	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
DOIs	https://doi.org/10.1109/EEEI.2012.6376912
State	Published - 2012
Event	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 - Eilat, Israel Duration: 14 Nov 2012 → 17 Nov 2012

Publication series

Name	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012

Conference

Conference	2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012
Country/Territory	Israel
City	Eilat
Period	14/11/12 → 17/11/12

All Science Journal Classification (ASJC) codes

Electrical and Electronic Engineering

Access to Document

10.1109/EEEI.2012.6376912

Cite this

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title = "Stochastic bandits with pathwise constraints",

abstract = "We consider the problem of stochastic bandits, with the goal of maximizing a reward while satisfying pathwise constraints. The motivation for this problem comes from cognitive radio networks, in which agents need to choose between different transmission profiles to maximize throughput under certain operational constraints such as limited average power. Stochastic bandits serve as a natural model for an unknown, stationary environment. We propose an algorithm, based on a steering approach, and analyze its regret with respect to the optimal stationary policy that knows the statistics of the different arms.",

author = "Orly Avner and Shie Mannor",

year = "2012",

doi = "10.1109/EEEI.2012.6376912",

language = "الإنجليزيّة",

isbn = "9781467346801",

series = "2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012",

booktitle = "2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012",

note = "2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012 ; Conference date: 14-11-2012 Through 17-11-2012",

}

Avner, O & Mannor, S 2012, Stochastic bandits with pathwise constraints. in 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012., 6376912, 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012, 2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012, Eilat, Israel, 14/11/12. https://doi.org/10.1109/EEEI.2012.6376912

Stochastic bandits with pathwise constraints. / Avner, Orly; Mannor, Shie.
2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012. 2012. 6376912 (2012 IEEE 27th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2012).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Stochastic bandits with pathwise constraints

Abstract

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All Science Journal Classification (ASJC) codes

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