Year: 2020
Type: conference-paper
Abstract: We define and analyze a multi-agent multi-armed bandit problem in which decision-making agents can observe the choices and rewards of their neighbors under a linear observation cost. Neighbors are defined by a network graph that encodes the inherent observation constraints of the system. We define a cost associated with observations such that at every instance an agent makes an observation it receives a constant observation regret. We design a sampling algorithm and an observation protocol for each agent to maximize its own expected cumulative reward through minimizing expected cumulative sampling regret and expected cumulative observation regret. For our proposed protocol, we prove that total cumulative regret is logarithmically bounded. We verify the accuracy of analytical bounds using numerical simulations.
Authors: Udari Madhushani, Naomi Ehrich Leonard
Institution: Princeton University
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3015709540