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Paper · arXiv

Coordinating the Unknown Lipschitz Constant in Multiplayer Bandits

Motivated by decentralized applications, we study cooperative multi-agent bandits in continuous (Lipschitz) action spaces when the Lipschitz constant is unknown. We consider three information structures: (A)~unobserved actions with common rewards, (B)~observed actions with independent rewards, and (C)~unobserved actions with independent rewards. In each case we design and analyze an algorithm that estimates the Lipschitz constant, chooses a discretization of the joint action space, and applies a cooperative bandit method to the induced discrete problem. Players never communicate once learning starts, so the central difficulty is that they must reach the \emph{same} discretization from the...

AuthorsRicardo Parada, Chenzhang Zhao, William Chang
Primary categorycs.LG
Published11 August 2026
Last updated at source11 August 2026
cs.LGcs.AI
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