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One of the most appealing aspects of the (coarse) correlated equilibrium concept is that natural dynamics quickly arrive at approximations of such equilibria, even in games with many players. In addition, there exist polynomial-time…

Computer Science and Game Theory · Computer Science 2015-04-24 Siddharth Barman , Katrina Ligett

We consider regret minimization in a general collaborative multi-agent multi-armed bandit model, in which each agent faces a finite set of arms and may communicate with other agents through a central controller. The optimal arm for each…

Machine Learning · Computer Science 2023-12-18 Amitis Shidani , Sattar Vakili

This paper investigates stochastic and adversarial combinatorial multi-armed bandit problems. In the stochastic setting under semi-bandit feedback, we derive a problem-specific regret lower bound, and discuss its scaling with the dimension…

Machine Learning · Computer Science 2015-11-09 Richard Combes , M. Sadegh Talebi , Alexandre Proutiere , Marc Lelarge

For artificially intelligent learning systems to have widespread applicability in real-world settings, it is important that they be able to operate decentrally. Unfortunately, decentralized control is difficult -- computing even an…

Artificial Intelligence · Computer Science 2021-01-13 Samuel Sokota , Edward Lockhart , Finbarr Timbers , Elnaz Davoodi , Ryan D'Orazio , Neil Burch , Martin Schmid , Michael Bowling , Marc Lanctot

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

A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an…

Machine Learning · Computer Science 2024-03-18 Johannes Kirschner , Seyed Alireza Bakhtiari , Kushagra Chandak , Volodymyr Tkachuk , Csaba Szepesvári

We study online learning with bandit feedback (i.e. learner has access to only zeroth-order oracle) where cost/reward functions $\f_t$ admit a "pseudo-1d" structure, i.e. $\f_t(\w) = \loss_t(\pred_t(\w))$ where the output of $\pred_t$ is…

Machine Learning · Computer Science 2021-02-16 Aadirupa Saha , Nagarajan Natarajan , Praneeth Netrapalli , Prateek Jain

A natural goal in multiagent learning besides finding equilibria is to learn rationalizable behavior, where players learn to avoid iteratively dominated actions. However, even in the basic setting of multiplayer general-sum games, existing…

Machine Learning · Computer Science 2022-10-21 Yuanhao Wang , Dingwen Kong , Yu Bai , Chi Jin

We study reinforcement learning in stochastic path (SP) problems. The goal in these problems is to maximize the expected sum of rewards until the agent reaches a terminal state. We provide the first regret guarantees in this general problem…

Machine Learning · Computer Science 2022-10-18 Christoph Dann , Chen-Yu Wei , Julian Zimmert

We study high-dimensional multi-armed contextual bandits with batched feedback where the $T$ steps of online interactions are divided into $L$ batches. In specific, each batch collects data according to a policy that depends on previous…

Machine Learning · Statistics 2023-11-27 Jianqing Fan , Zhaoran Wang , Zhuoran Yang , Chenlu Ye

Shared autonomy systems require principled methods for inferring user intent and determining appropriate assistance levels. This is a central challenge in human-robot interaction, where systems must be successful while being mindful of user…

Robotics · Computer Science 2026-02-02 MH Farhadi , Ali Rabiee , Sima Ghafoori , Anna Cetera , Andrew Fisher , Reza Abiri

We study the stochastic Multiplayer Multi-Armed Bandit (MMAB) problem, where multiple players select arms to maximize their cumulative rewards. Collisions occur when two or more players select the same arm, resulting in no reward, and are…

Machine Learning · Computer Science 2025-10-09 Daoyuan Zhou , Xuchuang Wang , Lin Yang , Yang Gao

We study the problem of online learning in Stackelberg games with side information between a leader and a sequence of followers. In every round the leader observes contextual information and commits to a mixed strategy, after which the…

Machine Learning · Computer Science 2026-05-05 Maria-Florina Balcan , Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Keegan Harris , Zhiwei Steven Wu

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 this study, we propose a new method for constructing UCB-type algorithms for stochastic multi-armed bandits based on general convex optimization methods with an inexact oracle. We derive the regret bounds corresponding to the convergence…

Machine Learning · Computer Science 2024-02-13 Yuriy Dorn , Aleksandr Katrutsa , Ilgam Latypov , Andrey Pudovikov

Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…

Computer Science and Game Theory · Computer Science 2026-02-23 Christine Konicki , Mithun Chakraborty , Michael P. Wellman

This paper tackles a multi-agent bandit setting where $M$ agents cooperate together to solve the same instance of a $K$-armed stochastic bandit problem. The agents are \textit{heterogeneous}: each agent has limited access to a local subset…

Machine Learning · Computer Science 2022-02-18 Lin Yang , Yu-zhen Janice Chen , Mohammad Hajiesmaili , John CS Lui , Don Towsley

Collaborative Edge Computing (CEC) is an effective method that improves the performance of Mobile Edge Computing (MEC) systems by offloading computation tasks from busy edge servers (ESs) to idle ones. However, ESs usually belong to…

Networking and Internet Architecture · Computer Science 2022-11-15 Xingqiu He , Yuhang Shen , Hongxi Zhu , Sheng Wang , Chaoqun You , Tony Q. S. Quek

Multi-dueling bandits, where a learner selects $m \geq 2$ arms per round and observes only the winner, arise naturally in many applications including ranking and recommendation systems, yet a fundamental question has remained open: can a…

Machine Learning · Computer Science 2026-05-19 S Akash , Pratik Gajane , Jawar Singh

We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…

Computer Science and Game Theory · Computer Science 2015-10-26 Yi Ouyang , Hamidreza Tavafoghi , Demosthenis Teneketzis
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