Bandits on a Fixed Budget

I am a PhD student at the Tata Institute of Fundamental Research (TIFR). I work in Online Learning, Bandits and Differential Games. My advisor is Sandeep K. Juneja. I work on problems examining the role of adaptivity, motivated by practical applications.  A problem close to my heart is the Fixed-Budget Best Arm Identification (FB-BAI). I write about online learning, differential games and bandits (particularly FB-BAI) in my blogs. I have had two stints as a student researcher with the Machine Learning & Optimization (MLO) team at Google DeepMind, Bengaluru.

 I hold a BTech degree in Mechanical Engineering from the Indian Institute of Technology, Madras and an MSc in Applications of Mathematics from Chennai Mathematical Institute (CMI).  I have worked as a Quantitative Analyst with the Model Risk Management team at Credit Suisse, Mumbai, and as a Planning Engineer with Pentair Valves, UAE. 

Preprint & Publications

1. Vijayan, S. (2021, December). "Differential Games in Spread of Covid-19." In 2021 60th IEEE Conference on Decision and Control (CDC) (pp. 2836-2841). IEEE. (link)

2.  Bhattacharjee, A., Vijayan, S., & Juneja, S. (2023, July). Best arm identification in rare events. In Uncertainty in Artificial Intelligence (pp. 163-172). PMLR. (link)

3. Hult, H., Jain, A., Juneja, S., Nyquist, P., & Vijayan, S. (2024, December). A Deep Learning Approach for Rare Event Simulation in Diffusion Processes. In 2024 Winter Simulation Conference (WSC) (pp. 2559-2570). IEEE. (link)

4. Vijayan, S., Feng, Z., Padmanabhan, S., Shanmugam, K., Suggala, A., & Wang, D. (2025, April). Online Bidding under RoS Constraints without Knowing the Value. In Proceedings of the ACM on Web Conference 2025 (pp. 3096-3107). (link)

5. [Preprint] Vijayan, S., Suggala, A., Shanmugam, K., & Pal, S. (2025). Regret minimization in Linear Bandits with offline data via extended D-optimal exploration. arXiv preprint arXiv:2508.08420. (link)

6. [Preprint] Vijayan, S. (2025). Towards minimax optimal algorithms for Active Simple Hypothesis Testing. arXiv preprint arXiv:2504.19014. (link)

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email: sushantvijayan1@gmail.com