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arXiv · 2002.07596

Coordination without communication: optimal regret in two players multi-armed bandits

Sébastien Bubeck·Thomas Budzinski
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Abstract

We consider two agents playing simultaneously the same stochastic three-armed bandit problem. The two agents are cooperating but they cannot communicate. We propose a strategy with no collisions at all between the players (with very high probability), and with near-optimal regret $O(\sqrt{T \log(T)})$. We also argue that the extra logarithmic term $\sqrt{\log(T)}$ should be necessary by proving a lower bound for a full information variant of the problem.

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BibTeXRIS

Sébastien Bubeck, Thomas Budzinski. 2020-02-14. Coordination without communication: optimal regret in two players multi-armed bandits. https://arxiv.org/abs/2002.07596

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