We formulate and study a decentralized multi-armed bandit (MAB) problem. There are distributed players competing for independent arms. Each arm, when played, offers i.i.d. reward a...
Abstract—We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. At each time, a player chooses K out of N (N > K) arms to play. The state of each ar...
We consider the problem of finding the best arm in a stochastic multi-armed bandit game. The regret of a forecaster is here defined by the gap between the mean reward of the optim...
In pay-per click sponsored search auctions which are cur-
rently extensively used by search engines, the auction for
a keyword involves a certain number of advertisers (say k)
c...
We consider the problem of revenue-optimal dynamic mechanism design in settings where agents' types evolve over time as a function of their (both public and private) experien...