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We consider a multiobjective multiarmed bandit problem with lexicographically ordered objectives. In this problem, the goal of the learner is to select arms that are lexicographic optimal as much as possible without knowing the arm reward…

Machine Learning · Computer Science 2019-07-30 Alihan Hüyük , Cem Tekin

We consider the setup of stochastic multi-armed bandits in the case when reward distributions are piecewise i.i.d. and bounded with unknown changepoints. We focus on the case when changes happen simultaneously on all arms, and in stark…

Machine Learning · Computer Science 2019-06-10 Subhojyoti Mukherjee , Odalric-Ambrym Maillard

Strategic behavior against sequential learning methods, such as "click framing" in real recommendation systems, have been widely observed. Motivated by such behavior we study the problem of combinatorial multi-armed bandits (CMAB) under…

Machine Learning · Computer Science 2021-11-22 Jing Dong , Ke Li , Shuai Li , Baoxiang Wang

In many real-world applications such as recommendation systems, multiple learning agents must balance exploration and exploitation while maintaining safety guarantees to avoid catastrophic failures. We study the stochastic linear bandit…

Machine Learning · Computer Science 2026-02-16 Amirhossein Afsharrad , Ahmadreza Moradipari , Sanjay Lall

We consider a novel multi-armed bandit framework where the rewards obtained by pulling the arms are functions of a common latent random variable. The correlation between arms due to the common random source can be used to design a…

Machine Learning · Statistics 2019-01-31 Samarth Gupta , Gauri Joshi , Osman Yağan

We investigate the problem of maximizing social welfare while ensuring fairness in a multi-agent multi-armed bandit (MA-MAB) setting. In this problem, a centralized decision-maker takes actions over time, generating random rewards for…

Machine Learning · Computer Science 2025-06-23 Piyushi Manupriya , Himanshu , SakethaNath Jagarlapudi , Ganesh Ghalme

In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of interest is regret, defined as the gap between the expected…

Optimization and Control · Mathematics 2010-11-23 Yi Gai , Bhaskar Krishnamachari , Rahul Jain

The RKHS bandit problem (also called kernelized multi-armed bandit problem) is an online optimization problem of non-linear functions with noisy feedback. Although the problem has been extensively studied, there are unsatisfactory results…

Machine Learning · Computer Science 2021-07-27 Sho Takemori , Masahiro Sato

We study a robust, i.e. in presence of malicious participants, multi-agent multi-armed bandit problem where multiple participants are distributed on a fully decentralized blockchain, with the possibility of some being malicious. The rewards…

Machine Learning · Computer Science 2024-07-29 Mengfan Xu , Diego Klabjan

We study the distributed multi-agent multi-armed bandit problem with heterogeneous rewards over random communication graphs. Uniquely, at each time step $t$ agents communicate over a time-varying random graph $G_t$ generated by applying the…

Machine Learning · Computer Science 2025-10-28 Jingyuan Liu , Hao Qiu , Lin Yang , Mengfan Xu

In intelligent Internet of Things (IoT) systems, edge servers within a network exchange information with their neighbors and collect data from sensors to complete delivered tasks. In this paper, we propose a multiplayer multi-armed bandit…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-19 Ziqun Chen , Kechao Cai , Jinbei Zhang , Zhigang Yu

We consider a novel multi-arm bandit (MAB) setup, where a learner needs to communicate the actions to distributed agents over erasure channels, while the rewards for the actions are directly available to the learner through external…

Machine Learning · Statistics 2024-06-27 Osama Hanna , Merve Karakas , Lin F. Yang , Christina Fragouli

By exploiting the computing power and local data of distributed clients, federated learning (FL) features ubiquitous properties such as reduction of communication overhead and preserving data privacy. In each communication round of FL, the…

Information Theory · Computer Science 2020-07-21 Wenchao Xia , Tony Q. S. Quek , Kun Guo , Wanli Wen , Howard H. Yang , Hongbo Zhu

We formulate and study a decentralized multi-armed bandit (MAB) problem. There are M distributed players competing for N independent arms. Each arm, when played, offers i.i.d. reward according to a distribution with an unknown parameter. At…

Optimization and Control · Mathematics 2015-05-14 Keqin Liu , Qing Zhao

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

Multi-armed bandit(MAB) problem is a reinforcement learning framework where an agent tries to maximise her profit by proper selection of actions through absolute feedback for each action. The dueling bandits problem is a variation of MAB…

Machine Learning · Computer Science 2019-02-08 Nischal Agrawal , Prasanna Chaporkar

When humans collaborate with each other, they often make decisions by observing others and considering the consequences that their actions may have on the entire team, instead of greedily doing what is best for just themselves. We would…

Machine Learning · Computer Science 2021-12-17 Erdem Bıyık , Anusha Lalitha , Rajarshi Saha , Andrea Goldsmith , Dorsa Sadigh

We consider contextual linear bandits over networks, a class of sequential decision-making problems where learning occurs simultaneously across multiple locations and the reward distributions share structural similarities while also…

Machine Learning · Computer Science 2025-08-26 Chuyun Deng , Huiwen Jia

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji

While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…

Multiagent Systems · Computer Science 2025-10-21 Qinshuang Wei , Vaibhav Srivastava , Vijay Gupta