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In various online/offline multi-agent networked environments, it is very popular that the system can benefit from coordinating actions of two interacting agents at some cost of coordination. In this paper, we first formulate an optimization…

Systems and Control · Computer Science 2018-09-14 Hyeryung Jang , Jinwoo Shin , Yung Yi

We study a multi-objective multi-armed bandit problem in a dynamic environment. The problem portrays a decision-maker that sequentially selects an arm from a given set. If selected, each action produces a reward vector, where every element…

Machine Learning · Computer Science 2023-02-14 Amir Rezaei Balef , Setareh Maghsudi

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

This paper studies bandit convex optimization in non-stationary environments with two-point feedback, using dynamic regret as the performance measure. We propose an algorithm based on bandit mirror descent that extends naturally to…

Optimization and Control · Mathematics 2026-05-26 Chang He , Bo Jiang , Shuzhong Zhang

In this paper, we analyze the problem of online convex optimization in different settings, including different feedback types (full-information/semi-bandit/bandit/etc) in either stochastic or non-stochastic setting and different notions of…

Machine Learning · Computer Science 2026-02-23 Mohammad Pedramfar , Vaneet Aggarwal

Given a multi-armed bandit problem it may be desirable to achieve a smaller-than-usual worst-case regret for some special actions. I show that the price for such unbalanced worst-case regret guarantees is rather high. Specifically, if an…

Machine Learning · Computer Science 2015-11-03 Tor Lattimore

Contextual bandits are a central framework for sequential decision-making, with applications ranging from recommendation systems to clinical trials. While nonparametric methods can flexibly model complex reward structures, they suffer from…

Statistics Theory · Mathematics 2026-01-01 Wanteng Ma , T. Tony Cai

We study multiplayer quantitative reachability games played on a finite directed graph, where the objective of each player is to reach his target set of vertices as quickly as possible. Instead of the well-known notion of Nash equilibrium…

Computer Science and Game Theory · Computer Science 2023-06-22 Thomas Brihaye , Véronique Bruyère , Aline Goeminne , Jean-François Raskin , Marie van den Bogaard

Language model training in distributed settings is limited by the communication cost of gradient exchanges. In this short note, we extend recent work from Malladi et al. (2023), using shared randomness to perform distributed fine-tuning…

Machine Learning · Computer Science 2023-06-19 Eric Zelikman , Qian Huang , Percy Liang , Nick Haber , Noah D. Goodman

In this paper, a general binary-input binary-output (BIBO) channel is investigated in the presence of feedback and input constraints. The feedback capacity and the optimal input distribution of this setting are calculated for the case of an…

Information Theory · Computer Science 2018-01-09 Oron Sabag , Haim H. Permuter , Navin Kashyap

This paper investigates the fusion of absolute (reward) and relative (dueling) feedback in stochastic bandits, where both feedback types are gathered in each decision round. We derive a regret lower bound, demonstrating that an efficient…

Machine Learning · Computer Science 2025-04-23 Xuchuang Wang , Qirun Zeng , Jinhang Zuo , Xutong Liu , Mohammad Hajiesmaili , John C. S. Lui , Adam Wierman

Learning in games is a fundamental problem in machine learning and artificial intelligence, with numerous applications~\citep{silver2016mastering,schrittwieser2020mastering}. This work investigates two-player zero-sum matrix games with an…

Machine Learning · Statistics 2025-05-21 Shishen Lin

In dynamic games with asymmetric information structure, the widely used concept of equilibrium is perfect Bayesian equilibrium (PBE). This is expressed as a strategy and belief pair that simultaneously satisfy sequential rationality and…

Computer Science and Game Theory · Computer Science 2016-09-15 Abhinav Sinha , Achilleas Anastasopoulos

Sequential decision making for lifetime maximization is a critical problem in many real-world applications, such as medical treatment and portfolio selection. In these applications, a "reneging" phenomenon, where participants may disengage…

Machine Learning · Computer Science 2019-05-16 Ping-Chun Hsieh , Xi Liu , Anirban Bhattacharya , P. R. Kumar

In this paper, we explore the benefit of cooperation in adversarial bandit settings. As a motivating example, we consider the problem of wireless network selection. Mobile devices are often required to choose the right network to associate…

Networking and Internet Architecture · Computer Science 2019-01-24 Anuja Meetoo Appavoo , Seth Gilbert , Kian-Lee Tan

A recent theory shows that a multi-player decentralized partially observable Markov decision process can be transformed into an equivalent single-player game, enabling the application of \citeauthor{bellman}'s principle of optimality to…

Computer Science and Game Theory · Computer Science 2025-01-03 Johan Peralez , Aurélien Delage , Olivier Buffet , Jilles S. Dibangoye

This work addresses the mediator feedback problem, a bandit game where the decision set consists of a number of policies, each associated with a probability distribution over a common space of outcomes. Upon choosing a policy, the learner…

Machine Learning · Computer Science 2024-02-19 Khaled Eldowa , Nicolò Cesa-Bianchi , Alberto Maria Metelli , Marcello Restelli

Aligning language models for both helpfulness and safety typically requires complex pipelines-separate reward and cost models, online reinforcement learning, and primal-dual updates. Recent direct preference optimization approaches simplify…

Machine Learning · Computer Science 2026-05-13 Tien-Phat Nguyen , Truong Nguyen , Thin Nguyen , Duy Minh Ho Nguyen , Ngoc-Thanh Dinh , Trung Le

In modern resource-sharing systems, multiple agents access limited resources with unknown stochastic conditions to perform tasks. When multiple agents access the same resource (arm) simultaneously, they compete for successful usage, leading…

Computer Science and Game Theory · Computer Science 2025-03-28 Hongbo Li , Lingjie Duan

Richman games are zero-sum games, where in each turn players bid in order to determine who will play next [Lazarus et al.'99]. We extend the theory to impartial general-sum two player games called \emph{bidding games}, showing the existence…

Computer Science and Game Theory · Computer Science 2018-08-13 Gil Kalai , Reshef Meir , Moshe Tennenholtz