Related papers: Decentralized Blockchain-based Robust Multi-agent …
We study a strategic version of the multi-armed bandit problem, where each arm is an individual strategic agent and we, the principal, pull one arm each round. When pulled, the arm receives some private reward $v_a$ and can choose an amount…
Communication bottleneck and data privacy are two critical concerns in federated multi-armed bandit (MAB) problems, such as situations in decision-making and recommendations of connected vehicles via wireless. In this paper, we design the…
We consider the combinatorial multi-armed bandit (CMAB) problem, where the reward function is nonlinear. In this setting, the agent chooses a batch of arms on each round and receives feedback from each arm of the batch. The reward that the…
In this paper, we study the stochastic multi-armed bandit problem with graph feedback. Motivated by applications in clinical trials and recommendation systems, we assume that two arms are connected if and only if they are similar (i.e.,…
We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…
We consider a variant of the multi-armed bandit model, which we call multi-armed bandit problem with known trend, where the gambler knows the shape of the reward function of each arm but not its distribution. This new problem is motivated…
Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…
In several applications such as clinical trials and financial portfolio optimization, the expected value (or the average reward) does not satisfactorily capture the merits of a drug or a portfolio. In such applications, risk plays a crucial…
A survey is performed of various Multi-Armed Bandit (MAB) strategies in order to examine their performance in circumstances exhibiting non-stationary stochastic reward functions in conjunction with delayed feedback. We run several MAB…
We study the sequential resource allocation problem where a decision maker repeatedly allocates budgets between resources. Motivating examples include allocating limited computing time or wireless spectrum bands to multiple users (i.e.,…
In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…
Motivated by applications of bandit algorithms in education, we consider a stochastic multi-armed bandit problem with $\varepsilon$-contaminated rewards. We allow an adversary to give arbitrary unbounded contaminated rewards with full…
The cooperative bandit problem is increasingly becoming relevant due to its applications in large-scale decision-making. However, most research for this problem focuses exclusively on the setting with perfect communication, whereas in most…
The research designs a new integrated system for the security enhancement of a decentralized network by preventing damages from attackers, particularly for the 51 percent attack. The concept of multiple layered design based on Blockchain…
Continuously learning and leveraging the knowledge accumulated from prior tasks in order to improve future performance is a long standing machine learning problem. In this paper, we study the problem in the multi-armed bandit framework with…
Blockchain technology enables stakeholders to conduct trusted data sharing and exchange without a trusted centralized institution. These features make blockchain applications attractive to enhance trustworthiness in very different contexts.…
Much of the literature on optimal design of bandit algorithms is based on minimization of expected regret. It is well known that designs that are optimal over certain exponential families can achieve expected regret that grows…
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…
We study a multiplayer stochastic multi-armed bandit problem in which players cannot communicate, and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider the challenging…
We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…