On Distributed Cooperative Decision-Making in Multiarmed Bandits

21 Dec 2015Peter LandgrenVaibhav SrivastavaNaomi Ehrich Leonard

We study the explore-exploit tradeoff in distributed cooperative decision-making using the context of the multiarmed bandit (MAB) problem. For the distributed cooperative MAB problem, we design the cooperative UCB algorithm that comprises two interleaved distributed processes: (i) running consensus algorithms for estimation of rewards, and (ii) upper-confidence-bound-based heuristics for selection of arms... (read more)

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