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We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

Computer Science and Game Theory · Computer Science 2025-01-14 Benjamin Schiffer , Shirley Zhang

We consider a variant of the classic multi-armed bandit problem where the expected reward of each arm is a function of an unknown parameter. The arms are divided into different groups, each of which has a common parameter. Therefore, when…

Machine Learning · Computer Science 2018-02-23 Zhiyang Wang , Ruida Zhou , Cong Shen

Consider N cooperative but non-communicating players where each plays one out of M arms for T turns. Players have different utilities for each arm, representable as an NxM matrix. These utilities are unknown to the players. In each turn…

Computer Science and Game Theory · Computer Science 2020-08-24 Ilai Bistritz , Tavor Z. Baharav , Amir Leshem , Nicholas Bambos

Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full…

Machine Learning · Computer Science 2022-12-14 Guojun Xiong , Jian Li

Classic no-regret multi-armed bandit algorithms, including the Upper Confidence Bound (UCB), Hedge, and EXP3, are inherently unfair by design. Their unfairness stems from their objective of playing the most rewarding arm as frequently as…

Machine Learning · Computer Science 2024-05-14 Abhishek Sinha

We study a novel variant of the multi-armed bandit problem, where at each time step, the player observes an independently sampled context that determines the arms' mean rewards. However, playing an arm blocks it (across all contexts) for a…

Machine Learning · Computer Science 2020-06-18 Soumya Basu , Orestis Papadigenopoulos , Constantine Caramanis , Sanjay Shakkottai

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

Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the stationary case, the distributions of the rewards do not…

Statistics Theory · Mathematics 2008-12-18 Aurélien Garivier , Eric Moulines

We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a…

Machine Learning · Computer Science 2018-03-29 Yuval Dagan , Koby Crammer

Multi-player multi-armed bandits (MMAB) study how decentralized players cooperatively play the same multi-armed bandit so as to maximize their total cumulative rewards. Existing MMAB models mostly assume when more than one player pulls the…

Machine Learning · Computer Science 2022-04-29 Xuchuang Wang , Hong Xie , John C. S. Lui

This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…

Optimization and Control · Mathematics 2014-12-31 Michael J. Neely

We consider an N-player multi-armed bandit game where each player chooses one out of M arms for T turns. Each player has different expected rewards for the arms, and the instantaneous rewards are independent and identically distributed or…

Computer Science and Game Theory · Computer Science 2021-04-06 Ilai Bistritz , Amir Leshem

We consider the problem of online fair division of indivisible goods to players when there are a finite number of types of goods and player values are drawn from distributions with unknown means. Our goal is to maximize social welfare…

Computer Science and Game Theory · Computer Science 2024-12-10 Ariel D. Procaccia , Benjamin Schiffer , Shirley Zhang

This paper proposes a variant of multiple-play stochastic bandits tailored to resource allocation problems arising from LLM applications, edge intelligence, etc. The model is composed of $M$ arms and $K$ plays. Each arm has a stochastic…

Artificial Intelligence · Computer Science 2025-12-29 Hong Xie , Haoran Gu , Yanying Huang , Tao Tan , Defu Lian

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

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

We consider the problem of learning in single-player and multiplayer multiarmed bandit models. Bandit problems are classes of online learning problems that capture exploration versus exploitation tradeoffs. In a multiarmed bandit model,…

Machine Learning · Statistics 2016-12-02 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We study the online resource allocation problem in which at each round, a budget $B$ must be allocated across $K$ arms under censored feedback. An arm yields a reward if and only if two conditions are satisfied: (i) the arm is activated…

Machine Learning · Computer Science 2026-02-09 Giovanni Montanari , Côme Fiegel , Corentin Pla , Aadirupa Saha , Vianney Perchet

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

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
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