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In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

This work considers a repeated principal-agent bandit game, where the principal can only interact with her environment through the agent. The principal and the agent have misaligned objectives and the choice of action is only left to the…

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 consider a sequential decision-making problem where an agent can take one action at a time and each action has a stochastic temporal extent, i.e., a new action cannot be taken until the previous one is finished. Upon completion, the…

Machine Learning · Computer Science 2020-03-26 P Sharoff , Nishant A. Mehta , Ravi Ganti

We consider a situation where an agent has $T$ ressources to be allocated to a larger number $N$ of actions. Each action can be completed at most once and results in a stochastic reward with unknown mean. The goal of the agent is to…

Statistics Theory · Mathematics 2020-11-04 Solenne Gaucher

We consider the classical multi-armed bandit problem, but with strategic arms. In this context, each arm is characterized by a bounded support reward distribution and strategically aims to maximize its own utility by potentially retaining a…

Machine Learning · Computer Science 2025-01-28 Ahmed Ben Yahmed , Clément Calauzènes , Vianney Perchet

Multi-agent systems are designed to concurrently accomplish a diverse set of tasks at unprecedented scale. Here, the central problems faced by a system operator are to decide (i) how to divide available resources amongst the agents assigned…

Systems and Control · Electrical Eng. & Systems 2021-04-01 Keith Paarporn , Rahul Chandan , Mahnoosh Alizadeh , Jason R. Marden

People frequently face challenging decision-making problems in which outcomes are uncertain or unknown. Artificial intelligence (AI) algorithms exist that can outperform humans at learning such tasks. Thus, there is an opportunity for AI…

Artificial Intelligence · Computer Science 2018-12-27 Ravi Pandya , Sandy H. Huang , Dylan Hadfield-Menell , Anca D. Dragan

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several sources (arms) of items (rewards), and interested in finding the best item overall. At each time step the agent chooses an arm, and obtains a random…

Machine Learning · Statistics 2015-08-25 Yahel David , Nahum Shimkin

We consider the Max $K$-Armed Bandit problem, where a learning agent is faced with several stochastic arms, each a source of i.i.d. rewards of unknown distribution. At each time step the agent chooses an arm, and observes the reward of the…

Machine Learning · Statistics 2015-12-25 Yahel David , Nahum Shimkin

Stochastic linear bandits are a fundamental model for sequential decision making, where an agent selects a vector-valued action and receives a noisy reward with expected value given by an unknown linear function. Although well studied in…

Machine Learning · Computer Science 2025-06-23 Bruce Huang , Ruida Zhou , Lin F. Yang , Suhas Diggavi

Contextual bandits are a form of multi-armed bandit in which the agent has access to predictive side information (known as the context) for each arm at each time step, and have been used to model personalized news recommendation, ad…

Machine Learning · Statistics 2017-05-25 Aniket Anand Deshmukh , Urun Dogan , Clayton Scott

In the edge computing paradigm, mobile devices offload the computational tasks to an edge server by routing the required data over the wireless network. The full potential of edge computing becomes realized only if a smart device selects…

Machine Learning · Computer Science 2020-08-25 Saeed Ghoorchian , Setareh Maghsudi

Sequential decision-making under uncertainty often involves multiple agents learning which actions (arms) yield the highest rewards through repeated interaction with a stochastic environment. This setting is commonly modeled by cooperative…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Evagoras Makridis , Themistoklis Charalambous

For a team of heterogeneous robots executing multiple tasks, we propose a novel algorithm to optimally allocate tasks to robots while accounting for their different capabilities. Motivated by the need that robot teams have in many…

Robotics · Computer Science 2019-09-04 Gennaro Notomista , Siddharth Mayya , Seth Hutchinson , Magnus Egerstedt

We address the problem of learning to assign prediction tasks to one agent from a set of available human or AI agents. In particular, we focus on the sequential learning of agent expertise and assignment policies where each agent is…

Human-Computer Interaction · Computer Science 2026-05-28 Shang Wu , Saatvik Kher , Padhraic Smyth

We consider the problem of allocating multiple heterogeneous resources geographically and over time to meet demands that require some subset of the available resource types simultaneously at a specified time, location, and duration. The…

Optimization and Control · Mathematics 2022-06-15 Arden Baxter , Pinar Keskinocak , Mohit Singh

We examine a multi-armed bandit problem with contextual information, where the objective is to ensure that each arm receives a minimum aggregated reward across contexts while simultaneously maximizing the total cumulative reward. This…

Machine Learning · Computer Science 2025-10-15 Ahmed Ben Yahmed , Hafedh El Ferchichi , Marc Abeille , Vianney Perchet

A contextual bandit problem is studied in a highly non-stationary environment, which is ubiquitous in various recommender systems due to the time-varying interests of users. Two models with disjoint and hybrid payoffs are considered to…

Machine Learning · Computer Science 2020-03-03 Xiao Xu , Fang Dong , Yanghua Li , Shaojian He , Xin Li

Consider a dynamic task allocation problem, where tasks are unknowingly distributed over an environment. This paper considers each task comprised of two sequential subtasks: detection and completion, where each subtask can only be carried…

Multiagent Systems · Computer Science 2020-03-30 Mehdi Dadvar , Saeed Moazami , Harley R. Myler , Hassan Zargarzadeh