We consider the problem of multiple users targeting the arms of a single
multi-armed stochastic bandit. The motivation for this problem comes from
cognitive radio networks, where selfish users need to coexist without any side
communication between them, implicit cooperation or common control. Even the
number of users may be unknown and can vary as users join or leave the network.
We propose an algorithm that combines an ϵ-greedy learning rule with a
collision avoidance mechanism. We analyze its regret with respect to the
system-wide optimum and show that sub-linear regret can be obtained in this
setting. Experiments show dramatic improvement compared to other algorithms for
this setting