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We study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…

Machine Learning · Computer Science 2022-03-25 Guojun Xiong , Jian Li , Rahul Singh

Multi-task multi-agent reinforcement learning (MT-MARL) has recently gained attention for its potential to enhance MARL's adaptability across multiple tasks. However, it is challenging for existing multi-task learning methods to handle…

Robotics · Computer Science 2025-07-10 Guobin Zhu , Rui Zhou , Wenkang Ji , Hongyin Zhang , Donglin Wang , Shiyu Zhao

Recent studies have shown that episodic reinforcement learning (RL) is no harder than bandits when the total reward is bounded by $1$, and proved regret bounds that have a polylogarithmic dependence on the planning horizon $H$. However, it…

Machine Learning · Computer Science 2023-05-16 Kaixuan Ji , Qingyue Zhao , Jiafan He , Weitong Zhang , Quanquan Gu

In many real-world applications, it is hard to provide a reward signal in each step of a Reinforcement Learning (RL) process and more natural to give feedback when an episode ends. To this end, we study the recently proposed model of RL…

Machine Learning · Computer Science 2024-05-15 Asaf Cassel , Haipeng Luo , Aviv Rosenberg , Dmitry Sotnikov

Multi-agent deep reinforcement learning (MARL) suffers from a lack of commonly-used evaluation tasks and criteria, making comparisons between approaches difficult. In this work, we provide a systematic evaluation and comparison of three…

Machine Learning · Computer Science 2021-11-10 Georgios Papoudakis , Filippos Christianos , Lukas Schäfer , Stefano V. Albrecht

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

Exploration efficiency is a challenging problem in multi-agent reinforcement learning (MARL), as the policy learned by confederate MARL depends on the collaborative approach among multiple agents. Another important problem is the less…

Machine Learning · Computer Science 2019-12-30 Qisheng Wang , Qichao Wang

Multi-agent reinforcement learning (MARL) has achieved notable success in cooperative tasks, demonstrating impressive performance and scalability. However, deploying MARL agents in real-world applications presents critical safety…

Machine Learning · Computer Science 2024-11-25 Zeyang Li , Navid Azizan

The problem of bandit with graph feedback generalizes both the multi-armed bandit (MAB) problem and the learning with expert advice problem by encoding in a directed graph how the loss vector can be observed in each round of the game. The…

Machine Learning · Computer Science 2023-08-07 Yuchen He , Chihao Zhang

The domain of safe multi-agent reinforcement learning (MARL), despite its potential applications in areas ranging from drone delivery and vehicle automation to the development of zero-energy communities, remains relatively unexplored. The…

Multiagent Systems · Computer Science 2024-04-05 Raheeb Hassan , K. M. Shadman Wadith , Md. Mamun or Rashid , Md. Mosaddek Khan

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

Systems and Control · Computer Science 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated…

Machine Learning · Computer Science 2021-03-30 Abhimanyu Dubey , Alex Pentland

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

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because…

Machine Learning · Computer Science 2021-11-03 Yiheng Lin , Guannan Qu , Longbo Huang , Adam Wierman

We present differentially private algorithms for the stochastic Multi-Armed Bandit (MAB) problem. This is a problem for applications such as adaptive clinical trials, experiment design, and user-targeted advertising where private…

Machine Learning · Statistics 2015-11-30 Aristide Tossou , Christos Dimitrakakis

In this paper, a novel Multi-agent Reinforcement Learning (MARL) approach, Multi-Agent Continuous Dynamic Policy Gradient (MACDPP) was proposed to tackle the issues of limited capability and sample efficiency in various scenarios controlled…

Systems and Control · Electrical Eng. & Systems 2023-09-27 Chenyang Miao , Yunduan Cui , Huiyun Li , Xinyu Wu

The empirical success of multi-agent reinforcement learning (MARL) has motivated the search for more efficient and scalable algorithms for large scale multi-agent systems. However, existing state-of-the-art algorithms do not fully exploit…

Multiagent Systems · Computer Science 2025-10-14 Shahbaz P Qadri Syed , He Bai

We consider a combinatorial multi-armed bandit problem for maximum value reward function under maximum value and index feedback. This is a new feedback structure that lies in between commonly studied semi-bandit and full-bandit feedback…

Machine Learning · Computer Science 2023-05-26 Yiliu Wang , Wei Chen , Milan Vojnović

Reinforcement learning typically assumes that agents observe feedback for their actions immediately, but in many real-world applications (like recommendation systems) feedback is observed in delay. This paper studies online learning in…

Machine Learning · Computer Science 2021-12-16 Tal Lancewicki , Aviv Rosenberg , Yishay Mansour