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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

The multi-armed bandit (MAB) problem is an active learning framework that aims to select the best among a set of actions by sequentially observing rewards. Recently, it has become popular for a number of applications over wireless networks,…

Machine Learning · Computer Science 2021-11-12 Osama A. Hanna , Lin F. Yang , Christina Fragouli

In this paper, we study the stochastic combinatorial multi-armed bandit problem under semi-bandit feedback. While much work has been done on algorithms that optimize the expected reward for linear as well as some general reward functions,…

Machine Learning · Computer Science 2021-12-03 Shaarad Ayyagari , Ambedkar Dukkipati

We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as…

Machine Learning · Computer Science 2025-08-29 Katherine B. Adams , Justin J. Boutilier , Qinyang He , Yonatan Mintz

In this study, we explore a collaborative multi-agent stochastic linear bandit setting involving a network of $N$ agents that communicate locally to minimize their collective regret while keeping their expected cost under a specified…

Machine Learning · Computer Science 2024-10-24 Amirhossein Afsharrad , Parisa Oftadeh , Ahmadreza Moradipari , Sanjay Lall

We study collaborative learning in multi-agent Bayesian bandit problems, where strategic agents collectively solve the same bandit instance. While multiple agents can accelerate learning by sharing information, strategic agents might prefer…

Machine Learning · Computer Science 2026-05-14 Idan Barnea , Ofir Schlisselberg , Yishay Mansour

We propose a novel combinatorial stochastic-greedy bandit (SGB) algorithm for combinatorial multi-armed bandit problems when no extra information other than the joint reward of the selected set of $n$ arms at each time step $t\in [T]$ is…

Machine Learning · Computer Science 2023-12-14 Fares Fourati , Christopher John Quinn , Mohamed-Slim Alouini , Vaneet Aggarwal

The classical multi-armed bandit (MAB) problem involves a learner and a collection of K independent arms, each with its own ex ante unknown independent reward distribution. At each one of a finite number of rounds, the learner selects one…

Optimization and Control · Mathematics 2024-05-07 Hongda Hu , Arthur Charpentier , Mario Ghossoub , Alexander Schied

The Multiarmed Bandits (MAB) problem has been extensively studied and has seen many practical applications in a variety of fields. The Survival Multiarmed Bandits (S-MAB) open problem is an extension which constrains an agent to a budget…

Machine Learning · Computer Science 2024-11-06 Peter Veroutis , Frédéric Godin

We consider the combinatorial multi-armed bandit (CMAB) problem, where the reward function is nonlinear. In this setting, the agent chooses a batch of arms on each round and receives feedback from each arm of the batch. The reward that the…

Machine Learning · Computer Science 2020-06-09 Nadav Merlis , Shie Mannor

Contextual multi-armed bandit (MAB) algorithms have been shown promising for maximizing cumulative rewards in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health.…

Machine Learning · Statistics 2019-02-01 Gi-Soo Kim , Myunghee Cho Paik

Restless multi-armed bandits (RMABs) have been widely utilized to address resource allocation problems with Markov reward processes (MRPs). Existing works often assume that the dynamics of MRPs are known prior, which makes the RMAB problem…

Machine Learning · Computer Science 2024-06-13 Jingwen Tong , Xinran Li , Liqun Fu , Jun Zhang , Khaled B. Letaief

This paper proposes a novel policy for a group of agents to, individually as well as collectively, solve a multi armed bandit (MAB) problem. The policy relies solely on the information that an agent has obtained through sampling of the…

Machine Learning · Computer Science 2020-02-24 Pathmanathan Pankayaraj , D. H. S. Maithripala

We study the multi-armed bandit (MAB) problem with composite and anonymous feedback. In this model, the reward of pulling an arm spreads over a period of time (we call this period as reward interval) and the player receives partial rewards…

Machine Learning · Computer Science 2020-12-16 Siwei Wang , Haoyun Wang , Longbo Huang

Recent works on Multi-Armed Bandits (MAB) and Combinatorial Multi-Armed Bandits (COM-MAB) show good results on a global accuracy metric. This can be achieved, in the case of recommender systems, with personalization. However, with a…

Machine Learning · Computer Science 2020-09-17 Alexandre Letard , Tassadit Amghar , Olivier Camp , Nicolas Gutowski

We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless Multi-Armed Bandit Problems (RMABPs) connected by constraints…

Optimization and Control · Mathematics 2020-03-30 Jing Fu , Bill Moran , Peter G. Taylor

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

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied…

Signal Processing · Electrical Eng. & Systems 2017-11-15 Jingyang Lu , Lun Li , Dan Shen , Genshe Chen , Bin Jia , Erik Blasch , Khanh Pham

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

We study the problem of stochastic bandits with adversarial corruptions in the cooperative multi-agent setting, where $V$ agents interact with a common $K$-armed bandit problem, and each pair of agents can communicate with each other to…

Machine Learning · Computer Science 2021-06-09 Junyan Liu , Shuai Li , Dapeng Li