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We study a multiplayer stochastic multi-armed bandit problem in which 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 the challenging…

Machine Learning · Statistics 2020-03-23 Etienne Boursier , Emilie Kaufmann , Abbas Mehrabian , Vianney Perchet

Motivated by cognitive radios, stochastic Multi-Player Multi-Armed Bandits has been extensively studied in recent years. In this setting, each player pulls an arm, and receives a reward corresponding to the arm if there is no collision,…

Machine Learning · Computer Science 2022-11-16 Shivakumar Mahesh , Anshuka Rangi , Haifeng Xu , Long Tran-Thanh

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

We consider the cooperative multi-player version of the stochastic multi-armed bandit problem. We study the regime where the players cannot communicate but have access to shared randomness. In prior work by the first two authors, a strategy…

Machine Learning · Computer Science 2020-11-10 Sébastien Bubeck , Thomas Budzinski , Mark Sellke

Competitions for shareable and limited resources have long been studied with strategic agents. In reality, agents often have to learn and maximize the rewards of the resources at the same time. To design an individualized competing policy,…

Machine Learning · Computer Science 2023-08-07 Renzhe Xu , Haotian Wang , Xingxuan Zhang , Bo Li , Peng Cui

We consider the problem of multiple users targeting the arms of a single multi-armed stochastic bandit. The motivation for this problem comes from cognitive radio networks, where selfish users need to coexist without any side communication…

Machine Learning · Computer Science 2014-04-23 Orly Avner , Shie Mannor

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

We consider a variant of the stochastic multi-armed bandit problem, where multiple players simultaneously choose from the same set of arms and may collide, receiving no reward. This setting has been motivated by problems arising in…

Machine Learning · Computer Science 2015-12-10 Jonathan Rosenski , Ohad Shamir , Liran Szlak

Motivated by economic applications such as recommender systems, we study the behavior of stochastic bandits algorithms under \emph{strategic behavior} conducted by rational actors, i.e., the arms. Each arm is a \emph{self-interested}…

Machine Learning · Computer Science 2020-11-16 Zhe Feng , David C. Parkes , Haifeng Xu

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

Recent works have shown that agents facing independent instances of a stochastic $K$-armed bandit can collaborate to decrease regret. However, these works assume that each agent always recommends their individual best-arm estimates to other…

Machine Learning · Computer Science 2022-03-02 Daniel Vial , Sanjay Shakkottai , R. Srikant

Motivated by cognitive radio networks, we consider the stochastic multiplayer multi-armed bandit problem, where several players pull arms simultaneously and collisions occur if one of them is pulled by several players at the same stage. We…

Machine Learning · Computer Science 2019-11-20 Etienne Boursier , Vianney Perchet

This paper investigates stochastic multi-armed bandit algorithms that are robust to adversarial attacks, where an attacker can first observe the learner's action and {then} alter their reward observation. We study two cases of this model,…

Machine Learning · Computer Science 2024-08-19 Xuchuang Wang , Jinhang Zuo , Xutong Liu , John C. S. Lui , Mohammad Hajiesmaili

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…

Computer Science and Game Theory · Computer Science 2020-08-24 Ilai Bistritz , Tavor Z. Baharav , Amir Leshem , Nicholas Bambos

We study the multi-player stochastic multiarmed bandit (MAB) problem in an abruptly changing environment. We consider a collision model in which a player receives reward at an arm if it is the only player to select the arm. We design two…

Machine Learning · Statistics 2018-12-14 Lai Wei , Vaibhav Srivastava

We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…

Machine Learning · Computer Science 2024-05-07 Yingjie Fei , Ruitu Xu

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…

Computer Science and Game Theory · Computer Science 2017-07-03 Mark Braverman , Jieming Mao , Jon Schneider , S. Matthew Weinberg

We propose a multi-agent variant of the classical multi-armed bandit problem, in which there are $N$ agents and $K$ arms, and pulling an arm generates a (possibly different) stochastic reward for each agent. Unlike the classical multi-armed…

Computer Science and Game Theory · Computer Science 2021-02-25 Safwan Hossain , Evi Micha , Nisarg Shah

We extend the notion of regret with a welfarist perspective. Focussing on the classic multi-armed bandit (MAB) framework, the current work quantifies the performance of bandit algorithms by applying a fundamental welfare function, namely…

Machine Learning · Computer Science 2022-05-30 Siddharth Barman , Arindam Khan , Arnab Maiti , Ayush Sawarni
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