Decentralized Exploration in Multi-Armed Bandits -- Extended version. (arXiv:1811.07763v5 [cs.LG] UPDATED)

We consider the decentralized exploration problem: a set of players
collaborate to identify the best arm by asynchronously interacting with the
same stochastic environment. The objective is to insure privacy in the best arm
identification problem between asynchronous, collaborative, and thrifty
players. In the context of a digital service, we advocate that this
decentralized approach allows a good balance between the interests of users and
those of service providers: the providers optimize their services, while
protecting the privacy of the …

arxiv decentralized exploration multi-armed bandits