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The problem of reinforcement learning in an unknown and discrete Markov Decision Process (MDP) under the average-reward criterion is considered, when the learner interacts with the system in a single stream of observations, starting from an…

Machine Learning · Statistics 2018-03-06 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

We consider a resource-aware variant of the classical multi-armed bandit problem: In each round, the learner selects an arm and determines a resource limit. It then observes a corresponding (random) reward, provided the (random) amount of…

Machine Learning · Computer Science 2022-10-18 Viktor Bengs , Eyke Hüllermeier

We provide an algorithm that achieves the optimal regret rate in an unknown weakly communicating Markov Decision Process (MDP). The algorithm proceeds in episodes where, in each episode, it picks a policy using regularization based on the…

Machine Learning · Computer Science 2012-05-14 Peter L. Bartlett , Ambuj Tewari

This paper considers multi-agent reinforcement learning (MARL) where the rewards are received after delays and the delay time varies across agents and across time steps. Based on the V-learning framework, this paper proposes MARL algorithms…

Multiagent Systems · Computer Science 2023-05-17 Yuyang Zhang , Runyu Zhang , Yuantao Gu , Na Li

Any reinforcement learning algorithm that applies to all Markov decision processes (MDPs) will suffer $\Omega(\sqrt{SAT})$ regret on some MDP, where $T$ is the elapsed time and $S$ and $A$ are the cardinalities of the state and action…

Machine Learning · Statistics 2014-11-04 Ian Osband , Benjamin Van Roy

We consider a decentralized multi-agent Multi Armed Bandit (MAB) setup consisting of $N$ agents, solving the same MAB instance to minimize individual cumulative regret. In our model, agents collaborate by exchanging messages through…

Machine Learning · Computer Science 2024-07-04 Ronshee Chawla , Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agents through a central controller. The optimal arm for each…

Machine Learning · Computer Science 2023-12-18 Amitis Shidani , Sattar Vakili

We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets…

Machine Learning · Computer Science 2021-06-15 Gergely Neu , Julia Olkhovskaya

Remote education has proliferated in the twenty-first century, yielding rise to intelligent tutoring systems. In particular, research has found multi-armed bandit (MAB) intelligent tutors to have notable abilities in traversing the…

Computers and Society · Computer Science 2024-08-15 Blake Castleman , Uzay Macar , Ansaf Salleb-Aouissi

We study reinforcement learning for episodic Markov Decision Processes (MDPs) whose transitions are modelled by a multinomial logistic (MNL) model. Existing algorithms for MNL mixture MDPs yield a regret of $\smash{\tilde{O}(dH^2\sqrt{T})}$…

Artificial Intelligence · Computer Science 2026-05-20 Pierre Boudart , Pierre Gaillard , Alessandro Rudi

We consider distributed linear bandits where $M$ agents learn collaboratively to minimize the overall cumulative regret incurred by all agents. Information exchange is facilitated by a central server, and both the uplink and downlink…

Machine Learning · Computer Science 2025-11-17 Sudeep Salgia , Qing Zhao

We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the…

Optimization and Control · Mathematics 2020-04-09 Udari Madhushani , Naomi Ehrich Leonard

Multi-Agent Reinforcement Learning (MARL) is a challenging subarea of Reinforcement Learning due to the non-stationarity of the environments and the large dimensionality of the combined action space. Deep MARL algorithms have been applied…

Machine Learning · Computer Science 2021-07-27 Yuanchao Xu , Amal Feriani , Ekram Hossain

Fast changing states or volatile environments pose a significant challenge to online optimization, which needs to perform rapid adaptation under limited observation. In this paper, we give query and regret optimal bandit algorithms under…

Machine Learning · Computer Science 2024-01-18 Zhou Lu , Qiuyi Zhang , Xinyi Chen , Fred Zhang , David Woodruff , Elad Hazan

Multi-agent formation as well as obstacle avoidance is one of the most actively studied topics in the field of multi-agent systems. Although some classic controllers like model predictive control (MPC) and fuzzy control achieve a certain…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Yuzi Yan , Xiaoxiang Li , Xinyou Qiu , Jiantao Qiu , Jian Wang , Yu Wang , Yuan Shen

Cooperative Multi-agent Reinforcement Learning (MARL) is crucial for cooperative decentralized decision learning in many domains such as search and rescue, drone surveillance, package delivery and fire fighting problems. In these domains, a…

Machine Learning · Computer Science 2020-01-23 Rajiv Ranjan Kumar , Pradeep Varakantham

Motivated by the wide adoption of reinforcement learning (RL) in real-world personalized services, where users' sensitive and private information needs to be protected, we study regret minimization in finite-horizon Markov decision…

Machine Learning · Computer Science 2022-03-22 Xingyu Zhou

A recent goal in the Reinforcement Learning (RL) framework is to choose a sequence of actions or a policy to maximize the reward collected or minimize the regret incurred in a finite time horizon. For several RL problems in operation…

Machine Learning · Computer Science 2016-08-18 K J Prabuchandran , Tejas Bodas , Theja Tulabandhula

In this paper, we study the problem of networked multi-agent reinforcement learning (MARL), where a number of agents are deployed as a partially connected network and each interacts only with nearby agents. Networked MARL requires all…

Machine Learning · Computer Science 2022-06-22 Yuxuan Yi , Ge Li , Yaowei Wang , Zongqing Lu

We consider a remote contextual multi-armed bandit (CMAB) problem, in which the decision-maker observes the context and the reward, but must communicate the actions to be taken by the agents over a rate-limited communication channel. This…

Information Theory · Computer Science 2022-02-11 Francesco Pase , Deniz Gunduz , Michele Zorzi
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