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In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

Many online applications running on live traffic are powered by machine learning models, for which training, validation, and hyper-parameter tuning are conducted on historical data. However, it is common for models demonstrating strong…

Machine Learning · Computer Science 2021-01-27 Jiayi Xie , Michael Tashman , John Hoffman , Lee Winikor , Rouzbeh Gerami

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

We consider the problem of distributed online learning with multiple players in multi-armed bandits (MAB) models. Each player can pick among multiple arms. When a player picks an arm, it gets a reward. We consider both i.i.d. reward model…

Optimization and Control · Mathematics 2016-11-18 Dileep Kalathil , Naumaan Nayyar , Rahul Jain

We study the piecewise-stationary restless multi-armed bandit (PS-RMAB) problem, where each arm evolves as a Markov chain but \emph{mean rewards may change across unknown segments}. To address the resulting exploration--detection delay…

Information Theory · Computer Science 2026-04-14 Kuan-Ta Li , Chia-Chun Lin , Ping-Chun Hsieh , Yu-Chih Huang

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on…

Machine Learning · Computer Science 2018-07-23 Wei Chen , Wei Hu , Fu Li , Jian Li , Yu Liu , Pinyan Lu

We study the data packet transmission problem (mmDPT) in dense cell-free millimeter wave (mmWave) networks, i.e., users sending data packet requests to access points (APs) via uplinks and APs transmitting requested data packets to users via…

Networking and Internet Architecture · Computer Science 2024-04-29 Shufan Wang , Guojun Xiong , Shichen Zhang , Huacheng Zeng , Jian Li , Shivendra Panwar

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

In this paper, we explore the use of multi-armed bandit online learning techniques to solve distributed resource selection problems. As an example, we focus on the problem of network selection. Mobile devices often have several wireless…

Computer Science and Game Theory · Computer Science 2018-05-15 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

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

Online decision-making can be formulated as the popular stochastic multi-armed bandit problem where a learner makes decisions (or takes actions) to maximize cumulative rewards collected from an unknown environment. This paper proposes to…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Jonathan Gornet , Mehdi Hosseinzadeh , Bruno Sinopoli

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline…

Machine Learning · Computer Science 2023-10-13 Guanyu Nie , Yididiya Y Nadew , Yanhui Zhu , Vaneet Aggarwal , Christopher John Quinn

We consider decentralized restless multi-armed bandit problems with unknown dynamics and multiple players. The reward state of each arm transits according to an unknown Markovian rule when it is played and evolves according to an arbitrary…

Optimization and Control · Mathematics 2011-02-16 Haoyang Liu , Keqin Liu , Qing Zhao

Whittle index policy is a powerful tool to obtain asymptotically optimal solutions for the notoriously intractable problem of restless bandits. However, finding the Whittle indices remains a difficult problem for many practical restless…

Machine Learning · Computer Science 2022-01-21 Khaled Nakhleh , Santosh Ganji , Ping-Chun Hsieh , I-Hong Hou , Srinivas Shakkottai

We track moving targets with a distributed multiple-input multiple-output (MIMO) radar, for which the transmitters and receivers are appropriately paired and selected with a limited number of radar stations. We aim to maximize the sum of…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Yuhang Hao , Zengfu Wang , Jing Fu , Xianglong Bai , Can Li , Quan Pan

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…

Machine Learning · Computer Science 2021-11-03 Tan Li , Linqi Song

Due to the limited resource capacity of edge servers and the high purchase costs of edge resources, service providers are facing the new challenge of how to take full advantage of the constrained edge resources for Internet of Things (IoT)…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-03 Lujie Tang , Minxian Xu , Chengzhong Xu , Kejiang Ye

A matching platform is a system that matches different types of participants, such as companies and job-seekers. In such a platform, merely maximizing the number of matches can result in matches being concentrated on highly popular…

Machine Learning · Computer Science 2026-03-10 Yuki Shibukawa , Koichi Tanaka , Yuta Saito , Shinji Ito

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance.…

Machine Learning · Computer Science 2023-01-24 Pranjal Awasthi , Kush Bhatia , Sreenivas Gollapudi , Kostas Kollias

Restless multi-armed bandits (RMABs) have been highly successful in optimizing sequential resource allocation across many domains. However, in many practical settings with highly scarce resources, where each agent can only receive at most…

Multiagent Systems · Computer Science 2025-01-13 Guojun Xiong , Haichuan Wang , Yuqi Pan , Saptarshi Mandal , Sanket Shah , Niclas Boehmer , Milind Tambe