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This paper studies a decentralized homogeneous multi-armed bandit problem in a multi-agent network. The problem is simultaneously solved by $N$ agents assuming they face a common set of $M$ arms and share the same arms' reward…

Machine Learning · Computer Science 2024-12-31 Jingxuan Zhu , Ethan Mulle , Christopher S. Smith , Alec Koppel , Ji Liu

The stochastic multi-armed bandit setting has been recently studied in the non-stationary regime, where the mean payoff of each action is a non-decreasing function of the number of rounds passed since it was last played. This model captures…

Machine Learning · Computer Science 2022-10-13 Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

In restless bandits, a central agent is tasked with optimally distributing limited resources across several bandits (arms), with each arm being a Markov decision process. In this work, we generalize the traditional restless bandits problem…

Machine Learning · Computer Science 2026-02-20 Nima Akbarzadeh , Yossiri Adulyasak , Erick Delage

In this study, we consider the infinitely many-armed bandit problems in a rested rotting setting, where the mean reward of an arm may decrease with each pull, while otherwise, it remains unchanged. We explore two scenarios regarding the…

Machine Learning · Computer Science 2025-06-03 Jung-hun Kim , Milan Vojnovic , Se-Young Yun

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

Motivated by a number of real-world applications from domains like healthcare and sustainable transportation, in this paper we study a scenario of repeated principal-agent games within a multi-armed bandit (MAB) framework, where: the…

Machine Learning · Computer Science 2023-05-09 Ilgin Dogan , Zuo-Jun Max Shen , Anil Aswani

We study the multi-armed bandit problem with multiple plays and a budget constraint for both the stochastic and the adversarial setting. At each round, exactly $K$ out of $N$ possible arms have to be played (with $1\leq K \leq N$). In…

Machine Learning · Computer Science 2017-11-17 Datong P. Zhou , Claire J. Tomlin

We consider a stochastic continuum armed bandit problem where the arms are indexed by the $\ell_2$ ball $B_{d}(1+\nu)$ of radius $1+\nu$ in $\mathbb{R}^d$. The reward functions $r :B_{d}(1+\nu) \rightarrow \mathbb{R}$ are considered to…

Machine Learning · Statistics 2017-05-31 Hemant Tyagi , Sebastian Stich , Bernd Gärtner

Experimentation with interference poses a significant challenge in contemporary online platforms. Prior research on experimentation with interference has concentrated on the final output of a policy. The cumulative performance, while…

Machine Learning · Computer Science 2024-07-17 Su Jia , Peter Frazier , Nathan Kallus

We consider the channel access problem in a multi-channel opportunistic communication system with imperfect channel sensing, where the state of each channel evolves as a non independent and identically distributed Markov process. This…

Systems and Control · Computer Science 2015-06-05 Kehao Wang , Lin Chen , Quan Liu , Khaldoun Al Agha

In this paper, we consider the distributed stochastic multi-armed bandit problem, where a global arm set can be accessed by multiple players independently. The players are allowed to exchange their history of observations with each other at…

Machine Learning · Computer Science 2020-02-13 Shuang Liu , Cheng Chen , Zhihua Zhang

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

Machine Learning · Statistics 2019-09-13 Alexander Luedtke , Emilie Kaufmann , Antoine Chambaz

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices.…

Machine Learning · Computer Science 2023-06-01 Hugo Richard , Etienne Boursier , Vianney Perchet

In this paper we study a generalized version of classical multi-armed bandits (MABs) problem by allowing for arbitrary constraints on constituent bandits at each decision point. The motivation of this study comes from many situations that…

Machine Learning · Computer Science 2014-10-07 Xiang-yang Li , Shaojie Tang , Yaqin Zhou

Non-stationary multi-armed bandits enable agents to adapt to changing environments by incorporating mechanisms to detect and respond to shifts in reward distributions, making them well-suited for dynamic settings. However, existing…

Machine Learning · Computer Science 2025-09-19 Shaoang Li , Jian Li

We consider an ad hoc network where multiple users access the same set of channels. The channel characteristics are unknown and could be different for each user (heterogeneous). No controller is available to coordinate channel selections by…

Machine Learning · Computer Science 2019-09-02 Harshvardhan Tibrewal , Sravan Patchala , Manjesh K. Hanawal , Sumit J. Darak

This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…

Machine Learning · Computer Science 2020-02-24 Pathmanathan Pankayaraj , D. H. S. Maithripala

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

Many sequential decision-making problems in communication networks can be modeled as contextual bandit problems, which are natural extensions of the well-known multi-armed bandit problem. In contextual bandit problems, at each time, an…

Machine Learning · Computer Science 2016-05-10 Pranav Sakulkar , Bhaskar Krishnamachari

This paper deals with the problem of efficient resource allocation in dynamic infrastructureless wireless networks. Assuming a reactive interference-limited scenario, each transmitter is allowed to select one frequency channel (from a…

Computer Science and Game Theory · Computer Science 2015-02-13 Setareh Maghsudi , Slawomir Stanczak