Distributed cooperative decision-making in multiarmed bandits: Frequentist and Bayesian algorithms

Peter Landgren, Vaibhav Srivastava, Naomi Ehrich Leonard

Research output: Chapter in Book/Report/Conference proceedingConference contribution

14 Scopus citations

Abstract

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative distributed algorithms for multi-agent MAB problems in which agents communicate according to a fixed network graph. We rely on a running consensus algorithm for each agent's estimation of mean rewards from its own rewards and the estimated rewards of its neighbors. We prove the performance of these algorithms and show that they asymptotically recover the performance of a centralized agent. Further, we rigorously characterize the influence of the communication graph structure on the decision-making performance of the group.

Original languageEnglish (US)
Title of host publication2016 IEEE 55th Conference on Decision and Control, CDC 2016
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages167-172
Number of pages6
ISBN (Electronic)9781509018376
DOIs
StatePublished - Dec 27 2016
Event55th IEEE Conference on Decision and Control, CDC 2016 - Las Vegas, United States
Duration: Dec 12 2016Dec 14 2016

Publication series

Name2016 IEEE 55th Conference on Decision and Control, CDC 2016

Other

Other55th IEEE Conference on Decision and Control, CDC 2016
CountryUnited States
CityLas Vegas
Period12/12/1612/14/16

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence
  • Decision Sciences (miscellaneous)
  • Control and Optimization

Fingerprint Dive into the research topics of 'Distributed cooperative decision-making in multiarmed bandits: Frequentist and Bayesian algorithms'. Together they form a unique fingerprint.

  • Cite this

    Landgren, P., Srivastava, V., & Leonard, N. E. (2016). Distributed cooperative decision-making in multiarmed bandits: Frequentist and Bayesian algorithms. In 2016 IEEE 55th Conference on Decision and Control, CDC 2016 (pp. 167-172). [7798264] (2016 IEEE 55th Conference on Decision and Control, CDC 2016). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2016.7798264