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We consider the scheduling problem concerning N projects. Each project evolves as a multi-state Markov process. At each time instant, one project is scheduled to work, and some reward depending on the state of the chosen project is…

Optimization and Control · Mathematics 2016-02-02 Kehao Wang

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

We propose a reinforcement learning based scheduling framework for Restless Multi-Armed Bandit (RMAB) problems, centred on a Whittle Index Q-Learning policy with Upper Confidence Bound (UCB) exploration, referred to as WIQL-UCB. Unlike…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Sokipriala Jonah , Seong Ki Yoo , Saurav Sthapit

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

We consider a wireless network in which a source node needs to transmit a large file to a destination node. The direct wireless link between the source and the destination is assumed to be blocked. Multiple candidate relays are available to…

Networking and Internet Architecture · Computer Science 2025-08-29 Mandar R. Nalavade , Ravindra S. Tomar , Gaurav S. Kasbekar

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

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…

Machine Learning · Computer Science 2022-02-17 Aditya Mate , Arpita Biswas , Christoph Siebenbrunner , Susobhan Ghosh , Milind Tambe

We consider a class of restless multi-armed bandit problems (RMBP) that arises in dynamic multichannel access, user/server scheduling, and optimal activation in multi-agent systems. For this class of RMBP, we establish the indexability and…

Information Theory · Computer Science 2008-11-13 Keqin Liu , Qing Zhao

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

This paper presents a potential game-based method for non-myopic planning of mobile sensor networks in the context of target tracking. The planning objective is to select the sequence of sensing points over more than one future time steps…

Systems and Control · Computer Science 2019-11-15 Su-Jin Lee , Soon-Seo Park , Han-Lim Choi

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 consider the channel access problem in a multi-channel opportunistic communication system with imperfect channel sensing, where the state of each channel evolves as a non independent and identically distributed Markov process. This…

Systems and Control · Computer Science 2015-06-05 Kehao Wang , Lin Chen , Quan Liu , Khaldoun Al Agha

Dynamic spectrum access problem is an important problem that allows a wireless sub-network to use channels temporarily unoccupied by the parent network for minimizing the spectrum waste. Previous work has shown that the sequential channel…

Optimization and Control · Mathematics 2026-05-15 Keqin Liu , Qizhen Jia , Yiying Zhang , Zhi Ding

The Whittle index for restless bandits (two-action semi-Markov decision processes) provides an intuitively appealing optimal policy for controlling a single generic project that can be active (engaged) or passive (rested) at each decision…

Optimization and Control · Mathematics 2026-01-22 José Niño-Mora

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.…

Machine Learning · Computer Science 2026-04-22 Md Kamran Chowdhury Shisher , Vishrant Tripathi , Mung Chiang , Christopher G. Brinton

Consider a discrete-time system in which a centralized controller (CC) is tasked with assigning at each time interval (or slot) K resources (or servers) to K out of M>=K nodes. When assigned a server, a node can execute a task. The tasks…

Optimization and Control · Mathematics 2016-11-17 Fabio Iannello , Osvaldo Simeone , Umberto Spagnolini

Motivated by applications such as machine repair, project monitoring, and anti-poaching patrol scheduling, we study intervention planning of stochastic processes under resource constraints. This planning problem has previously been modeled…

Artificial Intelligence · Computer Science 2026-02-26 Arpita Biswas , Jackson A. Killian , Paula Rodriguez Diaz , Susobhan Ghosh , Milind Tambe

We consider a large-scale cyber network with N components (e.g., paths, servers, subnets). Each component is either in a healthy state (0) or an abnormal state (1). Due to random intrusions, the state of each component transits from 0 to 1…

Systems and Control · Computer Science 2011-12-02 Keqin Liu , Qing Zhao

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

Restless multi-armed bandits (RMABs) extend multi-armed bandits to allow for stateful arms, where the state of each arm evolves restlessly with different transitions depending on whether that arm is pulled. Solving RMABs requires…

Machine Learning · Computer Science 2023-11-21 Kai Wang , Lily Xu , Aparna Taneja , Milind Tambe
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