Related papers: Relaxed Indexability and Index Policy for Partiall…
In restless bandits, a central agent is tasked with optimally distributing limited resources across several bandits (arms), with each arm being a Markov decision process. In this work, we generalize the traditional restless bandits problem…
We consider the restless bandits with general state space under partial observability with two observational models: first, the state of each bandit is not observable at all, and second, the state of each bandit is observable only if it is…
Partially observable restless multi-armed bandits have found numerous applications including in recommendation systems, communication systems, public healthcare outreach systems, and in operations research. We study multi-action partially…
Restless multi-armed bandits (RMAB) extend multi-armed bandits so pulling an arm impacts future states. Despite the success of RMABs, a key limiting assumption is the separability of rewards into a sum across arms. We address this…
We consider a restless multi-armed bandit (RMAB) in which there are two types of arms, say A and B. Each arm can be in one of two states, say $0$ or $1.$ Playing a type A arm brings it to state $0$ with probability one and not playing it…
We study the Whittle index learning algorithm for restless multi-armed bandits (RMAB). We first present Q-learning algorithm and its variants -- speedy Q-learning (SQL), generalized speedy Q-learning (GSQL) and phase Q-learning (PhaseQL).…
The restless multi-armed bandit (RMAB) framework is a popular model with applications across a wide variety of fields. However, its solution is hindered by the exponentially growing state space (with respect to the number of arms) and the…
Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…
The Whittle index, which characterizes optimal policies for controlling certain single restless bandit projects (a Markov decision process with two actions: active and passive) is the basis for a widely used heuristic index policy for the…
Whittle index policy is a heuristic to the intractable restless multi-armed bandits (RMAB) problem. Although it is provably asymptotically optimal, finding Whittle indices remains difficult. In this paper, we present Neural-Q-Whittle, a…
Energy demands from data centers have surged and stressed the grid in recent years. Electric grids require balancing supply and demand every second, motivating demand response (reduction) from large loads, including data centers. This can…
Restless multi-armed bandits (RMABs) have been widely utilized to address resource allocation problems with Markov reward processes (MRPs). Existing works often assume that the dynamics of MRPs are known prior, which makes the RMAB problem…
We propose Streaming Bandits, a Restless Multi Armed Bandit (RMAB) framework in which heterogeneous arms may arrive and leave the system after staying on for a finite lifetime. Streaming Bandits naturally capture the health intervention…
The Whittle index, which characterizes optimal policies for controlling certain single restless bandit projects (a Markov decision process with two actions: active and passive) is the basis for a widely used heuristic index policy for the…
Multi-action restless multi-armed bandits (RMABs) are a powerful framework for constrained resource allocation in which $N$ independent processes are managed. However, previous work only study the offline setting where problem dynamics are…
In many public health settings, it is important for patients to adhere to health programs, such as taking medications and periodic health checks. Unfortunately, beneficiaries may gradually disengage from such programs, which is detrimental…
The restless multi-armed bandit (RMAB) framework is a popular approach to solving resource allocation problems in networked systems. In this paper, we study optimal resource allocation in RMABs facing unknown and non-stationary dynamics.…
The restless bandit problem is one of the most well-studied generalizations of the celebrated stochastic multi-armed bandit problem in decision theory. In its ultimate generality, the restless bandit problem is known to be PSPACE-Hard to…
This paper surveys recent work by the author on the theoretical and algorithmic aspects of restless bandit indexation as well as on its application to a variety of problems involving the dynamic allocation of priority to multiple stochastic…
In the classic Bayesian restless multi-armed bandit (RMAB) problem, there are $N$ arms, with rewards on all arms evolving at each time as Markov chains with known parameters. A player seeks to activate $K \geq 1$ arms at each time in order…