Approximating Optimal Policies in Heterogeneous Asynchronous Multi-player Bandits

Abstract: Motivated by applications to cognitive radio networks, multi-player multi-armed bandits (MMAB) have attracted considerable attention in recent years. The asynchronous variant, in which players are active only at a fraction of timesteps, better reflects real-world decentralized networks, where devices are not permanently active. Despite its practical relevance, this setting remains relatively understudied. Existing work on asynchronous MMAB has focused on homogeneous players, who share the same activation probability, a setting in which the optimal centralized allocation can be easily characterized. In contrast, efficiently computing the optimal allocation in the heterogeneous setting, where players have different activation probabilities, has remained an open problem. In this work, we investigate this problem and first establish its NP-hardness. We then turn to the greedy algorithm, which runs in polynomial time, and prove that it achieves a $\frac{1}{e}$-approximation of the optimal allocation. Furthermore, when players are processed in decreasing order of their activation probabilities, the approximation guarantee improves to $\frac{1}{\sqrt{e}}$. Overall, our results establish the greedy algorithm as an efficient approximation to the optimal allocation, providing a practical oracle baseline for the design of online algorithms for heterogeneous asynchronous multi-player bandits.