When Bandits Get Priority: Learning Under Scarce, Tiered Capacity
Opening — Why this matters now Large Language Models, edge computing platforms, and cloud inference systems all share a quiet but inconvenient truth: resources are scarce, and not everyone is equal. Some tasks pay more. Some users matter more. Some workloads jump the queue. Yet much of the bandit literature still assumes a polite world—where arms dispense rewards independently, capacity is either infinite or fixed, and every pull is treated equally. That abstraction collapses the moment you introduce priorities, stochastic capacity, and multiple simultaneous plays. ...