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Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…

Machine Learning · Computer Science 2026-04-14 Huiling Meng , Ningyuan Chen , Xuefeng Gao

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

In budget-limited multi-armed bandit (MAB) problems, the learner's actions are costly and constrained by a fixed budget. Consequently, an optimal exploitation policy may not be to pull the optimal arm repeatedly, as is the case in other…

Artificial Intelligence · Computer Science 2012-04-10 Long Tran-Thanh , Archie Chapman , Alex Rogers , Nicholas R. Jennings

We study a multi-objective multi-armed bandit problem in a dynamic environment. The problem portrays a decision-maker that sequentially selects an arm from a given set. If selected, each action produces a reward vector, where every element…

Machine Learning · Computer Science 2023-02-14 Amir Rezaei Balef , Setareh Maghsudi

The multi-armed bandit (MAB) problem is a classical problem that models sequential decision-making under uncertainty in reinforcement learning. In this study, we propose a new generalized upper confidence bound (UCB) algorithm (GWA-UCB1) by…

Machine Learning · Computer Science 2023-08-29 Nobuhito Manome , Shuji Shinohara , Ung-il Chung

Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…

Computer Science and Game Theory · Computer Science 2020-06-01 Divya Padmanabhan , Satyanath Bhat , Prabuchandran K. J. , Shirish Shevade , Y. Narahari

We study the distributed multi-agent multi-armed bandit problem with heterogeneous rewards over random communication graphs. Uniquely, at each time step $t$ agents communicate over a time-varying random graph $G_t$ generated by applying the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Hao Qiu , Lin Yang , Mengfan Xu

Collaborative multi-agent exploration of unknown environments is crucial for search and rescue operations. Effective real-world deployment must address challenges such as limited inter-agent communication and static and dynamic obstacles.…

Robotics · Computer Science 2024-12-31 Gabriele Calzolari , Vidya Sumathy , Christoforos Kanellakis , George Nikolakopoulos

We obtain the upper bound of the loss function for a strategy in the multi-armed bandit problem with Gaussian distributions of incomes. Considered strategy is an asymptotic generalization of the strategy proposed by J. Bather for the…

Statistics Theory · Mathematics 2019-02-04 Alexander Kolnogorov , Sergey Garbar

This paper considers a distributed reinforcement learning problem in which a network of multiple agents aim to cooperatively maximize the globally averaged return through communication with only local neighbors. A randomized…

Machine Learning · Computer Science 2019-07-09 Yixuan Lin , Kaiqing Zhang , Zhuoran Yang , Zhaoran Wang , Tamer Başar , Romeil Sandhu , Ji Liu

The rapid proliferation of decentralized learning systems mandates the need for differentially-private cooperative learning. In this paper, we study this in context of the contextual linear bandit: we consider a collection of agents…

Machine Learning · Computer Science 2020-10-23 Abhimanyu Dubey , Alex Pentland

By exploiting the computing power and local data of distributed clients, federated learning (FL) features ubiquitous properties such as reduction of communication overhead and preserving data privacy. In each communication round of FL, the…

Information Theory · Computer Science 2020-07-21 Wenchao Xia , Tony Q. S. Quek , Kun Guo , Wanli Wen , Howard H. Yang , Hongbo Zhu

In this work, we study the problem where a group of mobile agents needs to reach a set of goal locations, but it does not matter which agent reaches a specific goal. Unlike most of the existing works on this topic that typically assume the…

Multiagent Systems · Computer Science 2024-12-31 Stepan Dergachev , Konstantin Yakovlev

We study the stochastic Multi-Armed Bandit (MAB) problem with random delays in the feedback received by the algorithm. We consider two settings: the reward-dependent delay setting, where realized delays may depend on the stochastic rewards,…

Machine Learning · Computer Science 2021-06-07 Tal Lancewicki , Shahar Segal , Tomer Koren , Yishay Mansour

Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…

Machine Learning · Computer Science 2025-02-18 Artun Saday , İlker Demirel , Yiğit Yıldırım , Cem Tekin

With wireless devices increasingly forming a unified smart network for seamless, user-friendly operations, random access (RA) medium access control (MAC) design is considered a key solution for handling unpredictable data traffic from…

Networking and Internet Architecture · Computer Science 2025-08-12 Myeung Suk Oh , Zhiyao Zhang , FNU Hairi , Alvaro Velasquez , Jia Liu

The Multiarmed Bandits (MAB) problem has been extensively studied and has seen many practical applications in a variety of fields. The Survival Multiarmed Bandits (S-MAB) open problem is an extension which constrains an agent to a budget…

Machine Learning · Computer Science 2024-11-06 Peter Veroutis , Frédéric Godin

Communication networks shared by many users are a widespread challenge nowadays. In this paper we address several aspects of this challenge simultaneously: learning unknown stochastic network characteristics, sharing resources with other…

Machine Learning · Computer Science 2018-08-16 Orly Avner , Shie Mannor

We study agents communicating over an underlying network by exchanging messages, in order to optimize their individual regret in a common nonstochastic multi-armed bandit problem. We derive regret minimization algorithms that guarantee for…

Machine Learning · Computer Science 2019-11-19 Yogev Bar-On , Yishay Mansour

We consider the correlated multiarmed bandit (MAB) problem in which the rewards associated with each arm are modeled by a multivariate Gaussian random variable, and we investigate the influence of the assumptions in the Bayesian prior on…

Optimization and Control · Mathematics 2015-07-09 Vaibhav Srivastava , Paul Reverdy , Naomi Ehrich Leonard