Non-Stochastic Multi-Player Multi-Armed Bandits - Optimal Rate With Collision Information, Sublinear Without

We consider the non-stochastic version of the (cooperative) multi-player multi-armed bandit problem. The model assumes no communication at all between the players, and furthermore when two (or more) players select the same action this results in a maximal loss. We prove the first √T-type regret guarantee for this problem, under the feedba...More