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Game theory is central to the understanding of competitive interactions arising in many fields, from the social and physical sciences to economics. Recently, as the definition of information is generalized to include entangled quantum…

We investigate the benefits of heterogeneity in multi-agent explore-exploit decision making where the goal of the agents is to maximize cumulative group reward. To do so we study a class of distributed stochastic bandit problems in which…

Optimization and Control · Mathematics 2020-12-03 Udari Madhushani , Naomi Leonard

Existing risk-aware multi-armed bandit models typically focus on risk measures of individual options such as variance. As a result, they cannot be directly applied to important real-world online decision making problems with correlated…

Machine Learning · Computer Science 2023-05-12 Yihan Du , Siwei Wang , Zhixuan Fang , Longbo Huang

Multi-armed bandits (MAB) and causal MABs (CMAB) are established frameworks for decision-making problems. The majority of prior work typically studies and solves individual MAB and CMAB in isolation for a given problem and associated data.…

We study a multi-armed bandit problem in a dynamic environment where arm rewards evolve in a correlated fashion according to a Markov chain. Different than much of the work on related problems, in our formulation a learning algorithm does…

Machine Learning · Computer Science 2019-03-05 Tanner Fiez , Shreyas Sekar , Lillian J. Ratliff

Consider a multi-agent system in a dynamic and uncertain environment. Each agent's local decision problem is modeled as a Markov decision process (MDP) and agents must coordinate on a joint action in each period, which provides a reward to…

Computer Science and Game Theory · Computer Science 2012-07-02 Ruggiero Cavallo , David C. Parkes , Satinder Singh

Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Machine Learning · Computer Science 2013-11-05 Nicolò Cesa-Bianchi , Claudio Gentile , Giovanni Zappella

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

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

This paper investigates the problem of ensembling multiple strategies for sequential portfolios to outperform individual strategies in terms of long-term wealth. Due to the uncertainty of strategies' performances in the future market, which…

Portfolio Management · Quantitative Finance 2025-02-07 Duy Khanh Lam

Coulomb interactions between confined carriers remove degeneracies in the excitation spectra of quantum dots. This provides a which path information in the cascade decay of biexcitons, thus spoiling the energy-polarization entanglement of…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 F. Troiani , C. Tejedor

This paper proposes a new algorithm, referred to as GMAB, that combines concepts from the reinforcement learning domain of multi-armed bandits and random search strategies from the domain of genetic algorithms to solve discrete stochastic…

Neural and Evolutionary Computing · Computer Science 2023-02-16 Deniz Preil , Michael Krapp

We propose a scheme to make use of recent advances in cavity QED-enhanced resonance fluorescence from quantum dots to generate a stream of entangled and indistinguishable photons. We then demonstrate that we can optically manipulate the…

Sequential portfolio selection has attracted increasing interests in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed…

Portfolio Management · Quantitative Finance 2017-09-14 Xiaoguang Huo , Feng Fu

In a variant of communication tasks, players cooperate in choosing their local strategies to compute a given task later, working separately. Utilizing quantum bits for communication and sharing entanglement between parties is a recognized…

Quantum Physics · Physics 2024-10-01 Ryszard Kukulski , Paulina Lewandowska , Karol Życzkowski

Reinforcement learning involves decision making in dynamic and uncertain environments and constitutes a crucial element of artificial intelligence. In our previous work, we experimentally demonstrated that the ultrafast chaotic oscillatory…

Emerging Technologies · Computer Science 2018-03-28 Makoto Naruse , Takatomo Mihana , Hirokazu Hori , Hayato Saigo , Kazuya Okamura , Mikio Hasegawa , Atsushi Uchida

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 introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards…

Machine Learning · Statistics 2012-04-10 Wassim Jouini , Christophe Moy

To address the safety and efficiency issues of vehicles at multi-lane merging zones, a cooperative decision-making framework is designed for connected automated vehicles (CAVs) using a coalitional game approach. Firstly, a motion prediction…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peng Hang , Chen Lv , Chao Huang , Yang Xing , Zhongxu Hu

The multi-armed bandit (MAB) problem models a decision-maker that optimizes its actions based on current and acquired new knowledge to maximize its reward. This type of online decision is prominent in many procedures of Brain-Computer…

Artificial Intelligence · Computer Science 2022-11-10 Frida Heskebeck , Carolina Bergeling , Bo Bernhardsson