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We study the asymptotic optimal control of multi-class restless bandits. A restless bandit is a controllable stochastic process whose state evolution depends on whether or not the bandit is made active. Since finding the optimal control is…

Probability · Mathematics 2016-09-05 I. M. Verloop

In this paper we address the problem of allocating the efforts of a collection of repairmen to a number of deteriorating machines in order to reduce operation costs and to mitigate the cost (and likelihood) of unexpected failures.…

Discrete Mathematics · Computer Science 2024-01-26 Diego Ruiz-Hernandez , Jesús María Pinar-Pérez , David Delgado-Gómez

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…

Optimization and Control · Mathematics 2010-11-23 Wenhan Dai , Yi Gai , Bhaskar Krishnamachari , Qing Zhao

We consider restless multi-armed bandit (RMAB) with a finite horizon and multiple pulls per period. Leveraging the Lagrangian relaxation, we approximate the problem with a collection of single arm problems. We then propose an index-based…

Optimization and Control · Mathematics 2017-07-04 Weici Hu , Peter Frazier

We tackle the challenging problem of multi-agent cooperative motion planning for complex tasks described using signal temporal logic (STL), where robots can have nonlinear and nonholonomic dynamics. Existing methods in multi-agent motion…

Robotics · Computer Science 2022-01-17 Dawei Sun , Jingkai Chen , Sayan Mitra , Chuchu Fan

Kinodynamic motion planners allow robots to perform complex manipulation tasks under dynamics constraints or with black-box models. However, they struggle to find high-quality solutions, especially when a steering function is unavailable.…

Robotics · Computer Science 2023-08-29 Marco Faroni , Dmitry Berenson

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…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Nima Akbarzadeh , Aditya Mahajan

In mixed-autonomy traffic networks, autonomous vehicles (AVs) are required to make sequential routing decisions under uncertainty caused by dynamic and heterogeneous interactions with human-driven vehicles (HDVs). Early-stage greedy…

Optimization and Control · Mathematics 2025-05-12 Yu Bai , Yiming Li , Xi Xiong

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

Photonic artificial intelligence has attracted considerable interest in accelerating machine learning; however, the unique optical properties have not been fully utilized for achieving higher-order functionalities. Chaotic itinerancy, with…

This study introduces ContextWIN, a novel architecture that extends the Neural Whittle Index Network (NeurWIN) model to address Restless Multi-Armed Bandit (RMAB) problems with a context-aware approach. By integrating a mixture of experts…

Machine Learning · Computer Science 2024-10-15 Zhanqiu Guo , Wayne Wang

Restless Multi-Armed Bandits (RMABs) are a powerful framework for sequential decision-making, widely applied in resource allocation and intervention optimization challenges in public health. However, traditional RMABs assume independence…

Machine Learning · Computer Science 2025-12-09 Hanmo Zhang , Zenghui Sun , Kai Wang

Scheduling fast uplink grant transmissions for machine type communications (MTCs) is one of the main challenges of future wireless systems. In this paper, a novel fast uplink grant scheduling method based on the theory of multi-armed…

Information Theory · Computer Science 2018-11-01 Samad Ali , Aidin Ferdowsi , Walid Saad , Nandana Rajatheva , Jussi Haapola

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

Restless multi-arm bandits (RMABs), a class of resource allocation problems with broad application in areas such as healthcare, online advertising, and anti-poaching, have recently been studied from a multi-agent reinforcement learning…

Machine Learning · Computer Science 2024-01-31 Yunfan Zhao , Nikhil Behari , Edward Hughes , Edwin Zhang , Dheeraj Nagaraj , Karl Tuyls , Aparna Taneja , Milind Tambe

Task and Motion Planning has made great progress in solving hard sequential manipulation problems. However, a gap between such planning formulations and control methods for reactive execution remains. In this paper we propose a model…

Robotics · Computer Science 2022-09-23 Marc Toussaint , Jason Harris , Jung-Su Ha , Danny Driess , Wolfgang Hönig

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…

Data Structures and Algorithms · Computer Science 2009-02-03 Sudipto Guha , Kamesh Munagala , Peng Shi

In this paper we present a hierarchical multi-rate control architecture for nonlinear autonomous systems operating in partially observable environments. Control objectives are expressed using syntactically co-safe Linear Temporal Logic…

Systems and Control · Electrical Eng. & Systems 2022-07-04 Ugo Rosolia , Andrew Singletary , Aaron D. Ames

To track the target in a video, current visual trackers usually adopt greedy search for target object localization in each frame, that is, the candidate region with the maximum response score will be selected as the tracking result of each…

Computer Vision and Pattern Recognition · Computer Science 2022-10-26 Xiao Wang , Zhe Chen , Bo Jiang , Jin Tang , Bin Luo , Dacheng Tao

Restless bandit problems are instances of non-stationary multi-armed bandits. These problems have been studied well from the optimization perspective, where the goal is to efficiently find a near-optimal policy when system parameters are…

Machine Learning · Computer Science 2019-10-29 Young Hun Jung , Ambuj Tewari
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