Regret of Queueing Bandits
32-155We consider a variant of the multiarmed bandit (MAB) problem where jobs or tasks queue for service, and service rates of different servers (agents) may be unknown. Such (queueing+learning) problems are motivated by a vast range of service systems, including supply and demand in online platforms (e.g., Uber, Lyft, Airbnb, Upwork, etc.), order flow in…