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We study the stochastic Budgeted Multi-Armed Bandit (MAB) problem, where a player chooses from $K$ arms with unknown expected rewards and costs. The goal is to maximize the total reward under a budget constraint. A player thus seeks to…

Machine Learning · Computer Science 2023-08-16 Marco Heyden , Vadim Arzamasov , Edouard Fouché , Klemens Böhm

Multi-armed bandit (MAB) is a widely adopted framework for sequential decision-making under uncertainty. Traditional bandit algorithms rely solely on online data, which tends to be scarce as it must be gathered during the online phase when…

Statistics Theory · Mathematics 2026-04-23 Wenlong Ji , Yihan Pan , Ruihao Zhu , Lihua Lei

In this paper, we propose a new multi-objective contextual multi-armed bandit (MAB) problem with two objectives, where one of the objectives dominates the other objective. Unlike single-objective MAB problems in which the learner obtains a…

Machine Learning · Computer Science 2018-06-04 Cem Tekin , Eralp Turgay

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

In modern resource-sharing systems, multiple agents access limited resources with unknown stochastic conditions to perform tasks. When multiple agents access the same resource (arm) simultaneously, they compete for successful usage, leading…

Computer Science and Game Theory · Computer Science 2025-03-28 Hongbo Li , Lingjie Duan

The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…

Machine Learning · Computer Science 2019-11-21 Fengjiao Li , Jia Liu , Bo Ji

Multi-Armed Bandit (MAB) algorithms are widely used in recommender systems that require continuous, incremental learning. A core aspect of MABs is the exploration-exploitation trade-off: choosing between exploiting items likely to be…

Machine Learning · Computer Science 2026-04-20 Pedro R. Pires , Gregorio F. Azevedo , Pietro L. Campos , Rafael T. Sereicikas , Tiago A. Almeida

We study a generalization of the multi-armed bandit problem with multiple plays where there is a cost associated with pulling each arm and the agent has a budget at each time that dictates how much she can expect to spend. We derive an…

Machine Learning · Statistics 2019-09-13 Alexander Luedtke , Emilie Kaufmann , Antoine Chambaz

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

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

This paper focuses on building personalized player models solely from player behavior in the context of adaptive games. We present two main contributions: The first is a novel approach to player modeling based on multi-armed bandits (MABs).…

Artificial Intelligence · Computer Science 2021-02-11 Robert C. Gray , Jichen Zhu , Dannielle Arigo , Evan Forman , Santiago Ontañón

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

Social learning is learning through the observation of or interaction with other individuals; it is critical in the understanding of the collective behaviors of humans in social physics. We study the learning process of agents in a restless…

Physics and Society · Physics 2020-12-01 Kazuaki Nakayama , Ryuzo Nakamura , Masato Hisakado , Shintaro Mori

We study incentivized exploration for the multi-armed bandit (MAB) problem where the players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on reward. We seek to understand the impact of…

Machine Learning · Computer Science 2019-12-17 Zhiyuan Liu , Huazheng Wang , Fan Shen , Kai Liu , Lijun Chen

We study a variant of the classical multi-armed bandit problem (MABP) which we call as Multi-Armed Bandits with dependent arms. More specifically, multiple arms are grouped together to form a cluster, and the reward distributions of arms…

Machine Learning · Computer Science 2020-10-27 Rahul Singh , Fang Liu , Yin Sun , Ness Shroff

We consider the stochastic multi-armed bandit (MAB) problem in a setting where a player can pay to pre-observe arm rewards before playing an arm in each round. Apart from the usual trade-off between exploring new arms to find the best one…

Machine Learning · Computer Science 2019-11-22 Jinhang Zuo , Xiaoxi Zhang , Carlee Joe-Wong

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises…

Systems and Control · Computer Science 2019-09-17 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

This paper introduces the informational multi-armed bandit (IMAB) model in which at each round, a player chooses an arm, observes a symbol, and receives an unobserved reward in the form of the symbol's self-information. Thus, the expected…

Information Theory · Computer Science 2022-09-07 Nir Weinberger , Michal Yemini

We introduce a framework for decentralized online learning for multi-armed bandits (MAB) with multiple cooperative players. The reward obtained by the players in each round depends on the actions taken by all the players. It's a team…

Machine Learning · Computer Science 2021-09-10 William Chang , Mehdi Jafarnia-Jahromi , Rahul Jain