arXiv Machine Learning By Michael Tang, Mahmoud Abdelgalil, Jorge I. Poveda

The Deceptive Bandit Problem: Exploratory Coupling and the Fragility of Multi-Agent Learning

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The paper investigates how randomized exploration in bandit learning can be compromised when an adversarial agent gains access to another agent’s exploratory signals. In a two‑player strongly monotone setting, the deceptive agent couples its actions with the leaked information to steer the learning dynamics toward a new steady state, termed the deceptive Nash equilibrium (DNE). The authors prove that the deceptive bandit learning dynamics converge to an arbitrarily small neighborhood of the DNE while maintaining optimal convergence rates, even under relaxed smoothness assumptions, and illustrate the impact on costs in a resource‑allocation game.

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