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Motivated by applications such as online labor markets we consider a variant of the stochastic multi-armed bandit problem where we have a collection of arms representing strategic agents with different performance characteristics. The…

Computer Science and Game Theory · Computer Science 2025-03-11 Seyed A. Esmaeili , Suho Shin , Aleksandrs Slivkins

This paper considers a multi-armed bandit (MAB) problem in which multiple mobile agents receive rewards by sampling from a collection of spatially dispersed stochastic processes, called bandits. The goal is to formulate a decentralized…

Machine Learning · Computer Science 2020-04-01 Pathmanathan Pankayaraj , D. H. S. Maithripala , J. M. Berg

We study incentivized exploration in multi-armed bandit (MAB) settings with infinitely many arms modeled as elements in continuous metric spaces. Unlike classical bandit models, we consider scenarios where the decision-maker (principal)…

Machine Learning · Computer Science 2025-08-28 Sourav Chakraborty , Amit Kiran Rege , Claire Monteleoni , Lijun Chen

In bandit settings, optimizing long-term regret metrics requires exploration, which corresponds to sometimes taking myopically sub-optimal actions. When a long-lived principal merely recommends actions to be executed by a sequence of…

Computer Science and Game Theory · Computer Science 2026-02-25 Ramya Ramalingam , Osbert Bastani , Aaron Roth

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 incentivized exploration for the multi-armed bandit (MAB) problem with non-stationary reward distributions, where players receive compensation for exploring arms other than the greedy choice and may provide biased feedback on the…

Machine Learning · Computer Science 2024-03-19 Sourav Chakraborty , Lijun Chen

We study the cooperative stochastic $k$-armed bandit problem, where a network of $m$ agents collaborate to find the optimal action. In contrast to most prior work on this problem, which focuses on extending a specific algorithm to the…

Machine Learning · Computer Science 2024-11-01 Benjamin Howson , Sarah Filippi , Ciara Pike-Burke

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

Cooperative multi-agent multi-armed bandits (CMA2B) consider the collaborative efforts of multiple agents in a shared multi-armed bandit game. We study latent vulnerabilities exposed by this collaboration and consider adversarial attacks on…

Machine Learning · Computer Science 2023-11-06 Jinhang Zuo , Zhiyao Zhang , Xuchuang Wang , Cheng Chen , Shuai Li , John C. S. Lui , Mohammad Hajiesmaili , Adam Wierman

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

In this paper, we consider a novel variant of the multi-armed bandit (MAB) problem, MAB with cost subsidy, which models many real-life applications where the learning agent has to pay to select an arm and is concerned about optimizing…

Machine Learning · Computer Science 2021-03-16 Deeksha Sinha , Karthik Abinav Sankararama , Abbas Kazerouni , Vashist Avadhanula

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

We study the impact of sharing exploration in multi-armed bandits in a grouped setting where a set of groups have overlapping feasible action sets [Baek and Farias '24]. In this grouped bandit setting, groups share reward observations, and…

Machine Learning · Computer Science 2025-06-13 Moïse Blanchard , Vineet Goyal

How to explore efficiently is a central problem in multi-armed bandits. In this paper, we introduce the metadata-based multi-task bandit problem, where the agent needs to solve a large number of related multi-armed bandit tasks and can…

Machine Learning · Computer Science 2021-08-17 Runzhe Wan , Lin Ge , Rui Song

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

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

Reinforcement Learning (RL) is a widely researched area in artificial intelligence that focuses on teaching agents decision-making through interactions with their environment. A key subset includes stochastic multi-armed bandit (MAB) and…

Machine Learning · Statistics 2025-02-20 Pengjie Zhou , Haoyu Wei , Huiming Zhang

Artificial behavioral agents are often evaluated based on their consistent behaviors and performance to take sequential actions in an environment to maximize some notion of cumulative reward. However, human decision making in real life…

Artificial Intelligence · Computer Science 2021-12-28 Baihan Lin , Guillermo Cecchi , Djallel Bouneffouf , Jenna Reinen , Irina Rish

We study the problem of designing replication-proof bandit mechanisms when agents strategically register or replicate their own arms to maximize their payoff. Specifically, we consider Bayesian agents who only know the distribution from…

Computer Science and Game Theory · Computer Science 2025-02-04 Suho Shin , Seyed A. Esmaeili , MohammadTaghi Hajiaghayi

Inspired by cognitive radio networks, we consider a setting where multiple users share several channels modeled as a multi-user multi-armed bandit (MAB) problem. The characteristics of each channel are unknown and are different for each…

Machine Learning · Computer Science 2015-12-03 Orly Avner , Shie Mannor