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Information is often stored in a distributed and proprietary form, and agents who own information are often self-interested and require incentives to reveal their information. Suitable mechanisms are required to elicit and aggregate such…

Multiagent Systems · Computer Science 2022-12-02 Wenlong Wang , Thomas Pfeiffer

We study a variant of causal contextual bandits where the context is chosen based on an initial intervention chosen by the learner. At the beginning of each round, the learner selects an initial action, depending on which a stochastic…

Machine Learning · Computer Science 2024-06-04 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

We propose a novel formulation of group fairness with biased feedback in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting, a sequential decision maker must, at each time step, choose an arm to pull from a finite set of…

Machine Learning · Computer Science 2022-02-17 Candice Schumann , Zhi Lang , Nicholas Mattei , John P. Dickerson

We study cooperative multi-agent reinforcement learning in the setting of reward-free exploration, where multiple agents jointly explore an unknown MDP in order to learn its dynamics (without observing rewards). We focus on a tabular…

Machine Learning · Computer Science 2026-05-14 Idan Barnea , Orin Levy , Yishay Mansour

Agents rarely act in isolation -- their behavioral history, in particular, is public to others. We seek a non-asymptotic understanding of how a leader agent should shape this history to its maximal advantage, knowing that follower agent(s)…

Computer Science and Game Theory · Computer Science 2019-05-29 Vidya Muthukumar , Anant Sahai

Recent work in AI safety has highlighted that in sequential decision making, objectives are often underspecified or incomplete. This gives discretion to the acting agent to realize the stated objective in ways that may result in undesirable…

Artificial Intelligence · Computer Science 2021-06-07 Parand Alizadeh Alamdari , Toryn Q. Klassen , Rodrigo Toro Icarte , Sheila A. McIlraith

Bandit algorithms are widely used in sequential decision problems to maximize the cumulative reward. One potential application is mobile health, where the goal is to promote the user's health through personalized interventions based on user…

Machine Learning · Statistics 2022-08-23 Gi-Soo Kim , Hyun-Joon Yang , Jane P. Kim

The multi-armed bandit is a concise model for the problem of iterated decision-making under uncertainty. In each round, a gambler must pull one of $K$ arms of a slot machine, without any foreknowledge of their payouts, except that they are…

Data Structures and Algorithms · Computer Science 2007-05-23 Varsha Dani , Thomas P. Hayes

We study the effect of persistence of engagement on learning in a stochastic multi-armed bandit setting. In advertising and recommendation systems, repetition effect includes a wear-in period, where the user's propensity to reward the…

Machine Learning · Computer Science 2020-06-19 Priyank Agrawal , Theja Tulabandhula

Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…

Machine Learning · Statistics 2024-05-24 Jonathan Gornet , Bruno Sinopoli

In networked environments, users frequently share recommendations about content, products, services, and courses of action with others. The extent to which such recommendations are successful and adopted is highly contextual, dependent on…

Machine Learning · Computer Science 2025-10-23 Ahmed Sayeed Faruk , Mohammad Shahverdikondori , Elena Zheleva

We present a new type of acquisition functions for online decision making in multi-armed and contextual bandit problems with extreme payoffs. Specifically, we model the payoff function as a Gaussian process and formulate a novel type of…

Machine Learning · Computer Science 2022-10-12 Yibo Yang , Antoine Blanchard , Themistoklis Sapsis , Paris Perdikaris

In this paper, we introduce the notion of replicable policies in the context of stochastic bandits, one of the canonical problems in interactive learning. A policy in the bandit environment is called replicable if it pulls, with high…

Machine Learning · Computer Science 2023-02-16 Hossein Esfandiari , Alkis Kalavasis , Amin Karbasi , Andreas Krause , Vahab Mirrokni , Grigoris Velegkas

We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distribution of the return process of one arm and is certain about…

Theoretical Economics · Economics 2021-04-02 Farzad Pourbabaee

We consider a stochastic multi-armed bandit setting where reward must be actively queried for it to be observed. We provide tight lower and upper problem-dependent guarantees on both the regret and the number of queries. Interestingly, we…

Machine Learning · Computer Science 2022-10-28 Nadav Merlis , Yonathan Efroni , Shie Mannor

A sensing policy for the restless multi-armed bandit problem with stationary but unknown reward distributions is proposed. The work is presented in the context of cognitive radios in which the bandit problem arises when deciding which parts…

Information Theory · Computer Science 2012-11-20 Jan Oksanen , Visa Koivunen , H. Vincent Poor

We consider bandit problems involving a large (possibly infinite) collection of arms, in which the expected reward of each arm is a linear function of an $r$-dimensional random vector $\mathbf{Z} \in \mathbb{R}^r$, where $r \geq 2$. The…

Machine Learning · Computer Science 2010-02-24 Paat Rusmevichientong , John N. Tsitsiklis

Unconscious bias has been shown to influence how we assess our peers, with consequences for hiring, promotions and admissions. In this work, we focus on affinity bias, the component of unconscious bias which leads us to prefer people who…

Machine Learning · Statistics 2025-03-10 Matthew Faw , Constantine Caramanis , Jessica Hoffmann

Advanced reasoning models with agentic capabilities (AI agents) are deployed to interact with humans and to solve sequential decision-making problems under (approximate) utility functions and internal models. When such problems have…

Artificial Intelligence · Computer Science 2025-09-25 Daniel Jarne Ornia , Nicholas Bishop , Joel Dyer , Wei-Chen Lee , Ani Calinescu , Doyne Farmer , Michael Wooldridge

Humans and other animals often follow the decisions made by others because these are indicative of the quality of possible choices, resulting in `social response rules': observed relationships between the probability that an agent will make…

Physics and Society · Physics 2025-10-28 Richard P. Mann
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