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Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The…

Artificial Intelligence · Computer Science 2024-08-21 Hong Xie , Jinyu Mo , Defu Lian , Jie Wang , Enhong Chen

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous

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…

Machine Learning · Computer Science 2023-12-11 Ayush Rai , Shaoshuai Mou

We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian rule when it is played and evolves according to an arbitrary…

Optimization and Control · Mathematics 2011-02-16 Haoyang Liu , Keqin Liu , Qing Zhao

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain

The paper addresses the Multiplayer Multi-Armed Bandit (MMAB) problem, where $M$ decision makers or players collaborate to maximize their cumulative reward. When several players select the same arm, a collision occurs and no reward is…

Machine Learning · Computer Science 2019-10-29 Alexandre Proutiere , Po-An Wang

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

The problem of opportunistic spectrum access in cognitive radio networks has been recently formulated as a non-Bayesian restless multi-armed bandit problem. In this problem, there are N arms (corresponding to channels) and one player…

Machine Learning · Computer Science 2011-11-10 Wenhan Dai , Yi Gai , Bhaskar Krishnamachari

The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially unknown to the secondary users and are estimated using…

Networking and Internet Architecture · Computer Science 2016-11-17 Animashree Anandkumar , Nithin Michael , Ao Kevin Tang , Ananthram Swami

Channel allocation is the task of assigning channels to users such that some objective (e.g., sum-rate) is maximized. In centralized networks such as cellular networks, this task is carried by the base station which gathers the channel…

Information Theory · Computer Science 2019-12-05 S. M. Zafaruddin , Ilai Bistritz , Amir Leshem , Dusit Niyato

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics in which a player chooses M out of N arms to play at each time. The reward state of each arm transits according to an unknown Markovian rule when it is played…

Optimization and Control · Mathematics 2011-12-30 Haoyang Liu , Keqin Liu , Qing Zhao

In this paper, we investigate a new multi-armed bandit (MAB) online learning model that considers real-world phenomena in many recommender systems: (i) the learning agent cannot pull the arms by itself and thus has to offer rewards to users…

Machine Learning · Computer Science 2021-06-01 Tianchen Zhou , Jia Liu , Chaosheng Dong , Jingyuan Deng

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…

Machine Learning · Computer Science 2023-11-28 Thomas Kleine Buening , Aadirupa Saha , Christos Dimitrakakis , Haifeng Xu

We define a general framework for a large class of combinatorial multi-armed bandit (CMAB) problems, where subsets of base arms with unknown distributions form super arms. In each round, a super arm is played and the base arms contained in…

Machine Learning · Computer Science 2016-03-30 Wei Chen , Yajun Wang , Yang Yuan , Qinshi Wang