Strategic Arms with Side Communication Prevail Over Low-Regret MAB Algorithms - Centre de recherche en économie et statistique (CREST)
Journal Articles ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) Year : 2024

Strategic Arms with Side Communication Prevail Over Low-Regret MAB Algorithms

Abstract

In the strategic multi-armed bandit setting, when arms possess perfect information about the player's behavior, they can establish an equilibrium where: 1. they retain almost all of their value, 2. they leave the player with a substantial (linear) regret. This study illustrates that, even if complete information is not publicly available to all arms but is shared among them, it is possible to achieve a similar equilibrium. The primary challenge lies in designing a communication protocol that incentivizes the arms to communicate truthfully.
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hal-04669024 , version 1 (29-08-2024)

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Ahmed Ben Yahmed, Clément Calauzènes, Vianney Perchet. Strategic Arms with Side Communication Prevail Over Low-Regret MAB Algorithms. ICASSP 2024 - 2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2024, pp.7435-7439. ⟨10.1109/ICASSP48485.2024.10446895⟩. ⟨hal-04669024⟩
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