arXiv · 1808.08416
Multiplayer bandits without observing collision information
Abstract
We study multiplayer stochastic multi-armed bandit problems in which the players cannot communicate and if two or more players pull the same arm, a collision occurs and the involved players receive zero reward. We consider two feedback models: a model in which the players can observe whether a collision has occurred and a more difficult setup when no collision information is available. We give the first theoretical guarantees for the second model: an algorithm with a logarithmic regret, and an algorithm with a square-root regret type that does not depend on the gaps between the means. For the first model, we give the first square-root regret bounds that do not depend on the gaps. Building on these ideas, we also give an algorithm for reaching approximate Nash equilibria quickly in stochastic anti-coordination games.
Explore related subjects
Keep this discovery
Gabor Lugosi, Abbas Mehrabian. 2018-08-25. Multiplayer bandits without observing collision information. https://arxiv.org/abs/1808.08416
Cite the original work for its findings. Save a collection to share your selection of sources.