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Recently, there has been extensive study of cooperative multi-agent multi-armed bandits where a set of distributed agents cooperatively play the same multi-armed bandit game. The goal is to develop bandit algorithms with the optimal group…

Machine Learning · Computer Science 2023-08-09 Lin Yang , Xuchuang Wang , Mohammad Hajiesmaili , Lijun Zhang , John C. S. Lui , Don Towsley

We study the nonstationary stochastic Multi-Armed Bandit (MAB) problem in which the distribution of rewards associated with each arm are assumed to be time-varying and the total variation in the expected rewards is subject to a variation…

Machine Learning · Computer Science 2021-01-25 Lai Wei , Vaibhav Srivastava

We propose and study the known-compensation multi-arm bandit (KCMAB) problem, where a system controller offers a set of arms to many short-term players for $T$ steps. In each step, one short-term player arrives to the system. Upon arrival,…

Machine Learning · Computer Science 2018-11-06 Siwei Wang , Longbo Huang

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

Systems and Control · Computer Science 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

We study a decentralized multi-agent multi-armed bandit problem in which multiple clients are connected by time dependent random graphs provided by an environment. The reward distributions of each arm vary across clients and rewards are…

Machine Learning · Computer Science 2023-10-19 Mengfan Xu , Diego Klabjan

We study a structured multi-agent multi-armed bandit (MAMAB) problem in a dynamic environment. A graph reflects the information-sharing structure among agents, and the arms' reward distributions are piecewise-stationary with several unknown…

Machine Learning · Computer Science 2023-06-12 Xiaotong Cheng , Setareh Maghsudi

We study the regret in stochastic Multi-Armed Bandits (MAB) with multiple agents that communicate over an arbitrary connected communication graph. We analyzed a variant of Cooperative Successive Elimination algorithm, COOP-SE, and show an…

Machine Learning · Computer Science 2026-02-04 Idan Barnea , Tal Lancewicki , Yishay Mansour

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 decentralized multi-player multi-armed bandits (MMAB) problem under a no-sensing setting, where each player receives only their own reward and obtains no information about collisions. Each arm has an unknown capacity, and if…

Machine Learning · Computer Science 2026-03-31 Xinyi Hu , Aldo Pacchiano

We propose a novel algorithm for multi-player multi-armed bandits without collision sensing information. Our algorithm circumvents two problems shared by all state-of-the-art algorithms: it does not need as an input a lower bound on the…

Machine Learning · Statistics 2022-06-07 Wei Huang , Richard Combes , Cindy Trinh

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-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

In a multi-armed bandit (MAB) problem a gambler needs to choose at each round of play one of K arms, each characterized by an unknown reward distribution. Reward realizations are only observed when an arm is selected, and the gambler's…

Machine Learning · Computer Science 2019-06-11 Omar Besbes , Yonatan Gur , Assaf Zeevi

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 consider a stochastic multi-armed bandit (MAB) problem motivated by ``large'' action spaces, and endowed with a population of arms containing exactly $K$ arm-types, each characterized by a distinct mean reward. The decision maker is…

Machine Learning · Computer Science 2023-01-19 Anand Kalvit , Assaf Zeevi

We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…

Machine Learning · Computer Science 2025-03-05 Zichun Ye , Chihao Zhang , Jiahao Zhao

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…

Machine Learning · Computer Science 2015-07-20 Aleksandr Vorobev , Gleb Gusev

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

We generalize the multiple-play multi-armed bandits (MP-MAB) problem with a shareable arm setting, in which several plays can share the same arm. Furthermore, each shareable arm has a finite reward capacity and a ''per-load'' reward…

Machine Learning · Computer Science 2022-06-20 Xuchuang Wang , Hong Xie , John C. S. Lui

We explore a novel setting of the Multi-Armed Bandit (MAB) problem inspired from real world applications which we call bandits with "stochastic delayed composite anonymous feedback (SDCAF)". In SDCAF, the rewards on pulling arms are…

Machine Learning · Computer Science 2019-10-14 Siddhant Garg , Aditya Kumar Akash