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This paper addresses an important class of restless multi-armed bandit (RMAB) problems that finds broad application in operations research, stochastic optimization, and reinforcement learning. There are $N$ independent Markov processes that…

Optimization and Control · Mathematics 2025-04-18 Keqin Liu

Restless Multi-Armed Bandits (RMAB) is an apt model to represent decision-making problems in public health interventions (e.g., tuberculosis, maternal, and child care), anti-poaching planning, sensor monitoring, personalized recommendations…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

Restless multi-armed bandits (RMAB) is a framework for allocating limited resources under uncertainty. It is an extremely useful model for monitoring beneficiaries and executing timely interventions to ensure maximum benefit in public…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

Restless multi-armed bandits (RMABs) provide a scalable framework for sequential decision-making under uncertainty, but classical formulations assume binary actions and a single global budget. Real-world settings, such as healthcare, often…

Machine Learning · Computer Science 2025-10-28 Himadri S. Pandey , Kai Wang , Gian-Gabriel P. Garcia

This paper studies a class of constrained restless multi-armed bandits (CRMAB). The constraints are in the form of time varying set of actions (set of available arms). This variation can be either stochastic or semi-deterministic. Given a…

Systems and Control · Computer Science 2021-09-07 Kesav Kaza , Rahul Meshram , Varun Mehta , S. N. Merchant

This paper investigates the Restless Multi-Armed Bandit (RMAB) framework under individual penalty constraints to address resource allocation challenges in dynamic wireless networked environments. Unlike conventional RMAB models, our model…

Machine Learning · Computer Science 2026-04-20 Nida Zamir , I-Hong Hou

We consider multi-dimensional Markov decision processes and formulate a long term discounted reward optimization problem. Two simulation based algorithms---Monte Carlo rollout policy and parallel rollout policy are studied, and various…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Rahul Meshram , Kesav Kaza

We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…

Systems and Control · Computer Science 2018-01-22 Varun Mehta , Rahul Meshram , Kesav Kaza , S. N. Merchant

We study the problem of planning restless multi-armed bandits (RMABs) with multiple actions. This is a popular model for multi-agent systems with applications like multi-channel communication, monitoring and machine maintenance tasks, and…

Multiagent Systems · Computer Science 2023-03-01 Abheek Ghosh , Dheeraj Nagaraj , Manish Jain , Milind Tambe

We propose and study Collpasing Bandits, a new restless multi-armed bandit (RMAB) setting in which each arm follows a binary-state Markovian process with a special structure: when an arm is played, the state is fully observed, thus…

Machine Learning · Computer Science 2020-07-10 Aditya Mate , Jackson A. Killian , Haifeng Xu , Andrew Perrault , Milind Tambe

This paper studies restless multi-armed bandit (RMAB) problems with unknown arm transition dynamics but with known correlated arm features. The goal is to learn a model to predict transition dynamics given features, where the Whittle index…

Machine Learning · Computer Science 2023-08-15 Kai Wang , Shresth Verma , Aditya Mate , Sanket Shah , Aparna Taneja , Neha Madhiwalla , Aparna Hegde , Milind Tambe

Restless Multi-Armed Bandits (RMABs) offer a powerful framework for solving resource constrained maximization problems. However, the formulation can be inappropriate for settings where the limiting constraint is a reward threshold rather…

Data Structures and Algorithms · Computer Science 2024-09-06 R. Teal Witter , Lisa Hellerstein

Restless multi-armed bandits (RMABs) are a popular framework for algorithmic decision making in sequential settings with limited resources. RMABs are increasingly being used for sensitive decisions such as in public health, treatment…

Machine Learning · Computer Science 2023-08-22 Jackson A. Killian , Manish Jain , Yugang Jia , Jonathan Amar , Erich Huang , Milind Tambe

The restless multi-armed bandit problem is a paradigmatic modeling framework for optimal dynamic priority allocation in stochastic models of wide-ranging applications that has been widely investigated and applied since its inception in a…

General Mathematics · Mathematics 2026-01-26 José Niño-Mora

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…

Computational Engineering, Finance, and Science · Computer Science 2026-05-20 Yifu Ding , Zixi Chen , Thomas Magnanti

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…

Machine Learning · Computer Science 2026-02-20 Nima Akbarzadeh , Yossiri Adulyasak , Erick Delage

Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an "instantaneous…

Machine Learning · Computer Science 2023-12-25 Shufan Wang , Guojun Xiong , Jian Li

Restless and collapsing bandits are often used to model budget-constrained resource allocation in settings where arms have action-dependent transition probabilities, such as the allocation of health interventions among patients. However,…

Machine Learning · Computer Science 2023-07-20 Christine Herlihy , Aviva Prins , Aravind Srinivasan , John P. Dickerson

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…

Machine Learning · Computer Science 2021-07-26 Arpita Biswas , Gaurav Aggarwal , Pradeep Varakantham , Milind Tambe

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…

Machine Learning · Computer Science 2024-06-11 Naveen Raman , Zheyuan Ryan Shi , Fei Fang
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