# Multi-agent Multi-armed Bandits with Stochastic Sharable Arm Capacities

arXiv: https://arxiv.org/abs/2408.10865 · HTML: https://mlsanity.com/paper/2408.10865/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 18 references that are in the map.
- First posted on arXiv 20 Aug 2024.

## Builds on (most cited first, 10 of 10)

- [Distributed Cooperative Decision-Making in Multiarmed Bandits: Frequentist and Bayesian Algorithms](https://mlsanity.com/paper/1606.00911/) (2016)
- [SIC-MMAB: Synchronisation Involves Communication in Multiplayer Multi-Armed Bandits](https://mlsanity.com/paper/1809.08151/) (2018)
- [Cooperative Multi-Agent Bandits with Heavy Tails](https://mlsanity.com/paper/2008.06244/) (2020)
- [A Practical Algorithm for Multiplayer Bandits when Arm Means Vary Among Players](https://mlsanity.com/paper/1902.01239/) (2019)
- [Decentralized Multi-player Multi-armed Bandits with No Collision Information](https://mlsanity.com/paper/2003.00162/) (2020)
- [Concurrent bandits and cognitive radio networks](https://mlsanity.com/paper/1404.5421/) (2014)
- [Multiplayer bandits without observing collision information](https://mlsanity.com/paper/1808.08416/) (2018)
- [Coordination without communication: optimal regret in two players multi-armed bandits](https://mlsanity.com/paper/2002.07596/) (2020)
- [Multi-User MABs with User Dependent Rewards for Uncoordinated Spectrum Access](https://mlsanity.com/paper/1910.09091/) (2019)
- [Multi-Player Bandits: A Trekking Approach](https://mlsanity.com/paper/1809.06040/) (2018)

## Abstract (arXiv)

Motivated by distributed selection problems, we formulate a new variant of multi-player multi-armed bandit (MAB) model, which captures stochastic arrival of requests to each arm, as well as the policy of allocating requests to players. The challenge is how to design a distributed learning algorithm such that players select arms according to the optimal arm pulling profile (an arm pulling profile prescribes the number of players at each arm) without communicating to each other. We first design a greedy algorithm, which locates one of the optimal arm pulling profiles with a polynomial computational complexity. We also design an iterative distributed algorithm for players to commit to an optimal arm pulling profile with a constant number of rounds in expectation. We apply the explore then commit (ETC) framework to address the online setting when model parameters are unknown. We design an exploration strategy for players to estimate the optimal arm pulling profile. Since such estimates can be different across different players, it is challenging for players to commit. We then design an iterative distributed algorithm, which guarantees that players can arrive at a consensus on the optimal arm pulling profile in only M rounds. We conduct experiments to validate our algorithm.
