Multi-armed Bandit

The STOR-i Centre for Doctoral Training, which is a joint venture of the Operational Research group at the Department of Managment Science and the Statistics group at the Department of Mathematics at Lancaster University with strong links to the industry, will be holding a specialist workshop on multi-armed bandits. Lancaster university has a long tradition of research on this topic and several STOR-i PhD students have contributed to it.

The multi-armed bandit problem has become classic because of its extreme difficulty. Researchers from different fields, especially statistics, operational research, applied probability and computer science, have made theoretical contributions that in the recent years started gaining wider popularity in practice due to the huge modelling power of this problem.

This workshop will provide a forum for stimulating discussions, especially across the approaches that have developed independently of each other. The list of invited speakers includes recognised experts on reinforcement learning bandits, restless bandits, non-parametric bandits, Bayesian bandits, etc., covering both theoretical advances and applications in information technology, business & management, communications networks, health care, etc.

The topics of the workshop include, but are not limited to, the following:

  • multi-armed bandit formulations: classic, adversial, non-parametric, Bayesian, restless, stochastic, infinitely-armed, many-armed, arm-aquiring bandits, best-arm identification, etc.
  • theoretical aspects of exploration–exploitation tradeoff in sequential experimental design
  • optimality and convergence of randomised algorithms, index rules, and myopic policies
  • characterisation, computation, approximation and learning of (near-)optimal policies
  • applications of multi-armed bandit models in practice

We are grateful to the London Mathematical Society for additional support for this workshop, in particular for significantly enhanced support for UK PhD students.

Important Dates

Friday 20th November 2015: Abstract submission and student fee-waiver request deadline

Monday 14th December 2015: registration deadline

Monday 11th - Tuesday 12 January 2016: Workshop

Invited Speakers

Shipra Agrawal

Columbia University, USA

View Presentation (Agrawal)

Donald A. Berry

MD Anderson Cancer Center, USA

Alexandra Carpentier

University of Potsdam, Germany

View Presentation Carpentier

Kevin Glazebrook

Lancaster University, UK

View Presentation Glazebrook

Aurélien Garivier 

Universite Toulouse, France

View Presentation Garivier

Katja Hofmann

Microsoft Research, UK

Michael N. Katehakis

Rutgers University, USA

View Presentation Katehakis

Emilie Kaufmann


View Presentation Kaufmann

Odalric Maillard

INRIA France

Yevgeny Seldin

University of Copenhagen, Denmark

Michal Valko

INRIA-Sequel, France

View Presentation Valko

Sofia S. Villar

MRC Biostatistics Unit, UK

View Presentation Villar

Contributed Presentations

Abstract Submission

We invite researchers and practitioners to present their work on multi-armed bandits by submitting an abstract below. Please, send your name, e-mail, affiliation, title and abstract including a list of co-authors in a one-page PDF format by e-mail to by Friday 20th November 2015. We will aim at accommodating all the accepted abstracts as talks, but some may be accepted as posters. 

Student bursaries

We have funding to support UK PhD students to attend the workshop. To apply, please email by Friday 20th November with a description of your current research topic and why the workshop is important to you.


To register, please go to the registration page.

The registration fee is £100 to be paid by Monday 14th December. Registration for STOR-i students is free, but is required by Monday 7th December. The conference fee includes access to the workshop presentations, meals and the conference dinner, but you will need to book your own accommodation.

On-campus accommodation can be booked at Lancaster House Hotel or at Lancaster University Visitor Rooms. There are several accommodation options in Lancaster city center.


The talks will be held on Monday 11th (10:25 - 17:30) and Tuesday 12th January 2016 (9:30 - 17:35). The poster session will be held on Monday (18:00 - 19:30) followed by a workshop dinner. 


David Leslie, Steffen Grunewalder, Peter Jacko.


For how to arrive, see the Programme (which also gives more details on the train disruptions between Manchester and Lancaster on the weekend 9-10 January).. You can find further information here:

Faculty of Arts & Social Sciences
Lancaster University
United Kingdom