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Related papers: Decentralized Asynchronous Multi-player Bandits

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The problem of combinatorial multi-armed bandits with probabilistically triggered arms (CMAB-T) has been extensively studied. Prior work primarily focuses on either the online setting where an agent learns about the unknown environment…

Machine Learning · Computer Science 2025-12-29 Kongchang Zhou , Tingyu Zhang , Wei Chen , Fang Kong

In this paper, we introduce a distributed version of the classical stochastic Multi-Arm Bandit (MAB) problem. Our setting consists of a large number of agents $n$ that collaboratively and simultaneously solve the same instance of $K$ armed…

Machine Learning · Computer Science 2019-11-06 Abishek Sankararaman , Ayalvadi Ganesh , Sanjay Shakkottai

Conventional Multi-Armed Bandit (MAB) algorithms are designed for stationary environments, where the reward distributions associated with the arms do not change with time. In many applications, however, the environment is more accurately…

Artificial Intelligence · Computer Science 2025-11-05 Yu-Han Huang , Argyrios Gerogiannis , Subhonmesh Bose , Venugopal V. Veeravalli

Cooperative multi-agent multi-armed bandits (CMA2B) consider the collaborative efforts of multiple agents in a shared multi-armed bandit game. We study latent vulnerabilities exposed by this collaboration and consider adversarial attacks on…

Machine Learning · Computer Science 2023-11-06 Jinhang Zuo , Zhiyao Zhang , Xuchuang Wang , Cheng Chen , Shuai Li , John C. S. Lui , Mohammad Hajiesmaili , Adam Wierman

In decentralized cooperative multi-armed bandits (MAB), each agent observes a distinct stream of rewards, and seeks to exchange information with others to select a sequence of arms so as to minimize its regret. Agents in the cooperative…

Machine Learning · Computer Science 2025-06-12 Jingxuan Zhu , Alec Koppel , Alvaro Velasquez , Ji Liu

For the stochastic multi-armed bandit (MAB) problem from a constrained model that generalizes the classical one, we show that an asymptotic optimality is achievable by a simple strategy extended from the $\epsilon_t$-greedy strategy. We…

Optimization and Control · Mathematics 2018-05-04 Hyeong Soo Chang

In this paper we initiate the study of optimization of bandit type problems in scenarios where the feedback of a play is not immediately known. This arises naturally in allocation problems which have been studied extensively in the…

Data Structures and Algorithms · Computer Science 2015-03-17 Sudipto Guha , Kamesh Munagala , Martin Pal

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

This paper considers the multi-armed bandit (MAB) problem and provides a new best-of-both-worlds (BOBW) algorithm that works nearly optimally in both stochastic and adversarial settings. In stochastic settings, some existing BOBW algorithms…

Machine Learning · Computer Science 2022-06-15 Shinji Ito , Taira Tsuchiya , Junya Honda

Multi-user multi-armed bandits have emerged as a good model for uncoordinated spectrum access problems. In this paper we consider the scenario where users cannot communicate with each other. In addition, the environment may appear…

Information Theory · Computer Science 2019-12-05 Akshayaa Magesh , Venugopal V. Veeravalli

We consider the Scale-Free Adversarial Multi Armed Bandits(MAB) problem. At the beginning of the game, the player only knows the number of arms $n$. It does not know the scale and magnitude of the losses chosen by the adversary or the…

Machine Learning · Computer Science 2021-10-12 Sudeep Raja Putta , Shipra Agrawal

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

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 study asynchronous distributed decision-making for scalable multi-agent bandit submodular maximization. We are motivated by distributed information-gathering tasks in unknown environments and under heterogeneous inter-agent communication…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Pranjal Sharma , Zirui Xu , Vasileios Tzoumas

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Machine Learning · Computer Science 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat

We analytically derive a class of optimal solutions to a linear program (LP) for automated mechanism design that satisfies efficiency, incentive compatibility, strong budget balance (SBB), and individual rationality (IR), where SBB and IR…

Computer Science and Game Theory · Computer Science 2025-05-20 Takayuki Osogami , Hirota Kinoshita , Segev Wasserkrug

We consider a scenario where an agent has multiple available strategies to explore an unknown environment. For each new interaction with the environment, the agent must select which exploration strategy to use. We provide a new…

Machine Learning · Computer Science 2018-08-24 Fabien C. Y. Benureau , Pierre-Yves Oudeyer

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…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

We study the real-valued combinatorial pure exploration of the multi-armed bandit (R-CPE-MAB) problem. In R-CPE-MAB, a player is given $d$ stochastic arms, and the reward of each arm $s\in\{1, \ldots, d\}$ follows an unknown distribution…

Machine Learning · Computer Science 2023-11-16 Shintaro Nakamura , Masashi Sugiyama

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…

Machine Learning · Computer Science 2019-07-31 Larkin Liu , Richard Downe , Joshua Reid