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We formulate and study a decentralized multi-armed bandit (MAB) problem. There are M distributed players competing for N independent arms. Each arm, when played, offers i.i.d. reward according to a distribution with an unknown parameter. At…

Optimization and Control · Mathematics 2015-05-14 Keqin Liu , Qing Zhao

We consider a multi-player multi-armed bandit setting in the presence of adversaries that attempt to negatively affect the rewards received by the players in the system. The reward distributions for any given arm are heterogeneous across…

Machine Learning · Statistics 2025-01-31 Akshayaa Magesh , Venugopal V. Veeravalli

We study a decentralized cooperative multi-agent multi-armed bandit problem with $K$ arms and $N$ agents connected over a network. In our model, each arm's reward distribution is same for all agents, and rewards are drawn independently…

Machine Learning · Statistics 2020-10-29 Anusha Lalitha , Andrea Goldsmith

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this…

Machine Learning · Computer Science 2019-05-03 Sébastien Bubeck , Yuanzhi Li , Yuval Peres , Mark Sellke

We study multiplayer stochastic multi-armed bandit problems in which the players cannot communicate and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider two feedback…

Machine Learning · Computer Science 2021-04-06 Gabor Lugosi , Abbas Mehrabian

Stochastic multi-armed bandits are a sequential-decision-making framework, where, at each interaction step, the learner selects an arm and observes a stochastic reward. Within the context of best-arm identification (BAI) problems, the goal…

Machine Learning · Computer Science 2024-01-15 Riccardo Poiani , Alberto Maria Metelli , Marcello Restelli

We study a decentralized cooperative stochastic multi-armed bandit problem with $K$ arms on a network of $N$ agents. In our model, the reward distribution of each arm is the same for each agent and rewards are drawn independently across…

Machine Learning · Computer Science 2019-10-25 David Martínez-Rubio , Varun Kanade , Patrick Rebeschini

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

We address the M-best-arm identification problem in multi-armed bandits. A player has a limited budget to explore K arms (M<K), and once pulled, each arm yields a reward drawn (independently) from a fixed, unknown distribution. The goal is…

Machine Learning · Statistics 2017-07-11 Shahin Shahrampour , Vahid Tarokh

We introduce a new graphical bilinear bandit problem where a learner (or a \emph{central entity}) allocates arms to the nodes of a graph and observes for each edge a noisy bilinear reward representing the interaction between the two end…

Machine Learning · Computer Science 2021-06-14 Geovani Rizk , Albert Thomas , Igor Colin , Rida Laraki , Yann Chevaleyre

In recent years, multi-player multi-armed bandits (MP-MAB) have been extensively studied due to their wide applications in cognitive radio networks and Internet of Things systems. While most existing research on MP-MAB focuses on…

Machine Learning · Computer Science 2025-10-01 Jingqi Fan , Canzhe Zhao , Shuai Li , Siwei Wang

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

Machine Learning · Computer Science 2023-10-19 Mengfan Xu , Diego Klabjan

This paper introduces a general multi-agent bandit model in which each agent is facing a finite set of arms and may communicate with other agents through a central controller in order to identify, in pure exploration, or play, in regret…

Machine Learning · Computer Science 2022-10-31 Clémence Réda , Sattar Vakili , Emilie Kaufmann

Pure exploration in multi-armed bandits has emerged as an important framework for modeling decision-making and search under uncertainty. In modern applications, however, one is often faced with a tremendously large number of options. Even…

Machine Learning · Computer Science 2022-11-22 Parth K. Thaker , Mohit Malu , Nikhil Rao , Gautam Dasarathy

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

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…

Artificial Intelligence · Computer Science 2017-07-18 Uma Roy , Ashwath Thirmulai , Joe Zurier

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

We consider a multi-armed bandit problem where the decision maker can explore and exploit different arms at every round. The exploited arm adds to the decision maker's cumulative reward (without necessarily observing the reward) while the…

Machine Learning · Computer Science 2012-07-03 Orly Avner , Shie Mannor , Ohad Shamir

We study the decentralized multi-agent multi-armed bandit problem for agents that communicate with probability over a network defined by a $d$-regular graph. Every edge in the graph has probabilistic weight $p$ to account for the…

Machine Learning · Statistics 2021-10-12 Udari Madhushani , Naomi Ehrich Leonard

We study the problem of information sharing and cooperation in Multi-Player Multi-Armed bandits. We propose the first algorithm that achieves logarithmic regret for this problem when the collision reward is unknown. Our results are based on…

Machine Learning · Computer Science 2022-10-04 Aldo Pacchiano , Peter Bartlett , Michael I. Jordan