Short-Lived High-Volume Bandits

Su Jia
Corresponding Author
Su Jia
[email protected]
https://orcid.org/0000-0002-8948-0834
Supply Chain Optimization Technologies (SCOT), Amazon, Seattle, Washington 98109
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,
Andrew Li
Andrew Li
[email protected]
Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213
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R. Ravi
R. Ravi
[email protected]
https://orcid.org/0000-0001-7603-1207
Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213
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Nishant Oli
Nishant Oli
[email protected]
Glance, Bengaluru, Karnataka 560103, India
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Paul Duff
Paul Duff
[email protected]
Glance, Bengaluru, Karnataka 560103, India
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Ian Anderson
Ian Anderson
[email protected]
Glance, Bengaluru, Karnataka 560103, India
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Corresponding Author

Su Jia

[email protected]

https://orcid.org/0000-0002-8948-0834

Supply Chain Optimization Technologies (SCOT), Amazon, Seattle, Washington 98109

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,

Andrew Li

[email protected]

Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213

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,

R. Ravi

[email protected]

https://orcid.org/0000-0001-7603-1207

Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213

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,

Nishant Oli

[email protected]

Glance, Bengaluru, Karnataka 560103, India

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,

Paul Duff

[email protected]

Glance, Bengaluru, Karnataka 560103, India

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,

Ian Anderson

[email protected]

Glance, Bengaluru, Karnataka 560103, India

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Published Online:21 Apr 2026https://doi.org/10.1287/opre.2023.0557

Supplemental Material

opre.2023.0557.sm1.pdf

opre.2023.0557.cd.zip

cover image Operations Research

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Received:October 15, 2023
Accepted:February 22, 2026
Published Online:April 21, 2026

Copyright © 2026, INFORMS

Cite as

Su Jia, Andrew Li, R. Ravi, Nishant Oli, Paul Duff, Ian Anderson (2026) Short-Lived High-Volume Bandits. Operations Research 0(0).

https://doi.org/10.1287/opre.2023.0557

Keywords

Acknowledgments

The authors thank Sai Dinesh Dacharaju, Farhat Habib, and Alan L. Montgomery for helpful discussions. A preliminary version of this work appeared in ICML 2023. This work substantially expands the proceedings version by including (i) proof sketches for the results, (ii) new theoretical results based on discussions from the ICML presentation, (iii) additional analysis of the field experiment on engaged users, and (iv) offline simulations using real-world data.