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Dimitrakakis, Christos
Nom
Dimitrakakis, Christos
Affiliation principale
Fonction
Professor
Email
christos.dimitrakakis@unine.ch
Identifiants
Résultat de la recherche
Voici les éléments 1 - 2 sur 2
- PublicationAccès libreA Novel Individually Rational Objective In Multi-Agent Multi-Armed Bandits: Algorithms and Regret Bounds(International Foundation for Autonomous Agents and Multiagent Systems, 2020)
;Aristide C. Y. Tossou; ;Jaroslaw RzepeckiKatja HofmannWe study a two-player stochastic multi-armed bandit (MAB) problem with different expected rewards for each player, a generalisation of two-player general sum repeated games to stochastic rewards. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much higher rewards than the maximin value of both players. Our main contribution is the derivation of an algorithm, UCRG, that achieves simultaneously for both players, a high-probability regret bound of order Õ (T2/3) after any T rounds of play. We demonstrate that our upper bound is nearly optimal by proving a lower bound of (T2/3) for any algorithm. Experiments confirm our theoretical results and the superiority of UCRG compared to the well-known explore-then-commit heuristic. - PublicationAccès libreNear-Optimal Online Egalitarian learning in General Sum Repeated Matrix Games(2019-06-04T17:43:08Z)
;Aristide Tossou; ;Jaroslaw RzepeckiKatja HofmannWe study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much higher rewards than the maximin value of both players. Our most important contribution is the derivation of an algorithm that achieves simultaneously, for both players, a high-probability regret bound of order O(lnT−−−√3⋅T2/3) after any T rounds of play. We demonstrate that our upper bound is nearly optimal by proving a lower bound of Ω(T2/3) for any algorithm.