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We consider a multi-agent reinforcement learning problem where each agent seeks to maximize a shared reward while interacting with other agents, and they may or may not be able to communicate. Typically the agents do not have access to…

Multiagent Systems · Computer Science 2021-04-26 Alex Tong Lin , Mark J. Debord , Katia Estabridis , Gary Hewer , Guido Montufar , Stanley Osher

Various approaches have emerged for multi-armed bandits in distributed systems. The multiplayer dueling bandit problem, common in scenarios with only preference-based information like human feedback, introduces challenges related to…

Machine Learning · Computer Science 2025-04-24 Or Raveh , Junya Honda , Masashi Sugiyama

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding…

Machine Learning · Computer Science 2021-06-29 Maria Dimakopoulou , Zhimei Ren , Zhengyuan Zhou

We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected reward, we need to balance between the total reward and…

Machine Learning · Statistics 2022-11-16 Guanhua Fang , Ping Li , Gennady Samorodnitsky

Multi-armed bandit (MAB) algorithms are efficient approaches to reduce the opportunity cost of online experimentation and are used by companies to find the best product from periodically refreshed product catalogs. However, these algorithms…

Machine Learning · Computer Science 2024-12-19 Mohsen Bayati , Junyu Cao , Wanning Chen

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

The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

Machine Learning · Computer Science 2025-12-29 Kongchang Zhou , Tingyu Zhang , Wei Chen , Fang Kong

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

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

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

We study fair multi-agent multi-armed bandit learning under collision-only coordination. Agents cannot communicate explicitly during learning and observe only their own rewards and whether collisions occur when several agents access the…

Machine Learning · Computer Science 2026-05-05 Amir Leshem

In this paper, we formulate the multi-agent graph bandit problem as a multi-agent extension of the graph bandit problem introduced by Zhang, Johansson, and Li [CISS 57, 1-6 (2023)]. In our formulation, $N$ cooperative agents travel on a…

Machine Learning · Computer Science 2024-11-05 Phevos Paschalidis , Runyu Zhang , Na Li

Multi-armed Bandit (MAB) algorithms identify the best arm among multiple arms via exploration-exploitation trade-off without prior knowledge of arm statistics. Their usefulness in wireless radio, IoT, and robotics demand deployment on edge…

Systems and Control · Electrical Eng. & Systems 2021-06-08 S. V. Sai Santosh , Sumit J. Darak

The multi-armed bandits (MAB) framework is a widely used approach for sequential decision-making, where a decision-maker selects an arm in each round with the goal of maximizing long-term rewards. In many practical applications, such as…

Machine Learning · Statistics 2026-05-21 Sakshi Arya , Hyebin Song

We consider a multi-armed bandit problem in which a set of arms is registered by each agent, and the agent receives reward when its arm is selected. An agent might strategically submit more arms with replications, which can bring more…

Machine Learning · Computer Science 2021-10-26 Suho Shin , Seungjoon Lee , Jungseul Ok

Workers participating in a crowdsourcing platform can have a wide range of abilities and interests. An important problem in crowdsourcing is the task recommendation problem, in which tasks that best match a particular worker's preferences…

Human-Computer Interaction · Computer Science 2018-07-30 Qiyu Kang , Wee Peng Tay

We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are…

Machine Learning · Computer Science 2019-10-14 Siddhant Garg , Aditya Kumar Akash

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

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Machine Learning · Computer Science 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

Multi-robot decision-making is the process where multiple robots coordinate actions. In this paper, we aim for efficient and effective multi-robot decision-making despite the robots' limited on-board resources and the often…

Optimization and Control · Mathematics 2026-02-24 Zirui Xu , Vasileios Tzoumas