Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have \textit{full access} to all arms and receive no reward when pulling the same arm. Hence all players solve the same bandit problem with the goal of maximizing their cumulative reward. However, these settings neglect several important factors in many real-world applications, where players have \textit{limited access} to \textit{a dynamic local subset of arms} (i.e., an arm could sometimes be ``walking'' and not accessible to the player). To this end, this paper proposes a \textit{multi-player multi-armed walking bandits} model, aiming to address aforementioned modeling issues. The goal now is to maximize the reward, however, players can only pull arms from the local subset and only collect a full reward if no other players pull the same arm. We adopt Upper Confidence Bound (UCB) to deal with the exploration-exploitation tradeoff and employ distributed optimization techniques to properly handle collisions. By carefully integrating these two techniques, we propose a decentralized algorithm with near-optimal guarantee on the regret, and can be easily implemented to obtain competitive empirical performance.

提出了一种解决多人多臂赌博机问题的分布式算法，利用上置信区间和分布式优化技术，解决了现实世界应用中玩家仅能访问动态局部子集的问题，并获得了接近最优的后悔率。

分散式随机多人多臂行走赌博机