Related papers: Decentralized Restless Bandit with Multiple Player…

We study exploration in Multi-Armed Bandits in a setting where $k$ players collaborate in order to identify an $\epsilon$-optimal arm. Our motivation comes from recent employment of bandit algorithms in computationally intensive,…

This paper considers an online multi-player resource-sharing game with bandit feedback. Multiple players choose from a finite collection of resources in a time slotted system. In each time slot, each resource brings a random reward that is…

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

We present a two-armed bandit model of decision making under uncertainty where the expected return to investing in the "risky arm" increases when choosing that arm and decreases when choosing the "safe" arm. These dynamics are natural in…

Motivated by a natural problem in online model selection with bandit information, we introduce and analyze a best arm identification problem in the rested bandit setting, wherein arm expected losses decrease with the number of times the arm…

Understanding complex dynamics of two-sided online matching markets, where the demand-side agents compete to match with the supply-side (arms), has recently received substantial interest. To that end, in this paper, we introduce the…

We consider the problem of sequentially allocating resources in a censored semi-bandits setup, where the learner allocates resources at each step to the arms and observes loss. The loss depends on two hidden parameters, one specific to the…

We study a strategic variant of the multi-armed bandit problem, which we coin the strategic click-bandit. This model is motivated by applications in online recommendation where the choice of recommended items depends on both the…

The Combinatorial Multi-Armed Bandit problem is a sequential decision-making problem in which an agent selects a set of arms on each round, observes feedback for each of these arms and aims to maximize a known reward function of the arms it…

We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Psychological research shows that enjoyment of many goods is subject to satiation, with short-term satisfaction declining after repeated exposures to the same item. Nevertheless, proposed algorithms for powering recommender systems seldom…

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Consider N cooperative but non-communicating players where each plays one out of M arms for T turns. Players have different utilities for each arm, representable as an NxM matrix. These utilities are unknown to the players. In each turn…

We extend the adversarial/non-stochastic multi-play multi-armed bandit (MPMAB) to the case where the number of arms to play is variable. The work is motivated by the fact that the resources allocated to scan different critical locations in…

Decision-making problems of sequential nature, where decisions made in the past may have an impact on the future, are used to model many practically important applications. In some real-world applications, feedback about a decision is…

We introduce and study a new class of stochastic bandit problems, referred to as predictive bandits. In each round, the decision maker first decides whether to gather information about the rewards of particular arms (so that their rewards…

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Multi-armed bandit algorithms provide solutions for sequential decision-making where learning takes place by interacting with the environment. In this work, we model a distributed optimization problem as a multi-agent kernelized multi-armed…

We introduce a novel variant of the multi-armed bandit problem, in which bandits are streamed one at a time to the player, and at each point, the player can either choose to pull the current bandit or move on to the next bandit. Once a…

We study decentralized multi-agent multi-armed bandits in fully heavy-tailed settings, where clients communicate over sparse random graphs with heavy-tailed degree distributions and observe heavy-tailed (homogeneous or heterogeneous) reward…