Related papers: Tabular and Deep Learning for the Whittle Index
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…
A novel reinforcement learning algorithm is introduced for multiarmed restless bandits with average reward, using the paradigms of Q-learning and Whittle index. Specifically, we leverage the structure of the Whittle index policy to reduce…
Whittle index policy is a powerful tool to obtain asymptotically optimal solutions for the notoriously intractable problem of restless bandits. However, finding the Whittle indices remains a difficult problem for many practical restless…
In the realm of multi-arm bandit problems, the Gittins index policy is known to be optimal in maximizing the expected total discounted reward obtained from pulling the Markovian arms. In most realistic scenarios however, the Markovian state…
We study the Whittle index learning algorithm for restless multi-armed bandits. We consider index learning algorithm with Q-learning. We first present Q-learning algorithm with exploration policies -- epsilon-greedy, softmax,…
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…
In this paper, we build on advances introduced by the Deep Q-Networks (DQN) approach to extend the multi-objective tabular Reinforcement Learning (RL) algorithm W-learning to large state spaces. W-learning algorithm can naturally solve the…
Whittle index is a generalization of Gittins index that provides very efficient allocation rules for restless multi-armed bandits. In this work, we develop an algorithm to test the indexability and compute the Whittle indices of any…
We consider the problem of learning the optimal threshold policy for control problems. Threshold policies make control decisions by evaluating whether an element of the system state exceeds a certain threshold, whose value is determined by…
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).…
We present BLINQ, a new model-based algorithm that learns the Whittle indices of an indexable, communicating and unichain Markov Decision Process (MDP). Our approach relies on building an empirical estimate of the MDP and then computing its…
In this paper, we derive a generalization of the Speedy Q-learning (SQL) algorithm that was proposed in the Reinforcement Learning (RL) literature to handle slow convergence of Watkins' Q-learning. In most RL algorithms such as Q-learning,…
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…
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…
We study reinforcement learning for global decision-making in the presence of local agents, where the global decision-maker makes decisions affecting all local agents, and the objective is to learn a policy that maximizes the joint rewards…
The popular Q-learning algorithm is known to overestimate action values under certain conditions. It was not previously known whether, in practice, such overestimations are common, whether they harm performance, and whether they can…
A primary requirement for any reinforcement learning method is that it should produce policies that improve upon the initial guess. In this work, we show that the widely used Deep Q-Network (DQN) fails to satisfy this minimal criterion --…
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…
We present a distributional approach to theoretical analyses of reinforcement learning algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and unified proofs of convergence for a variety of…
Reinforcement learning is an attractive approach to learn good resource allocation and scheduling policies based on data when the system model is unknown. However, the cumulative regret of most RL algorithms scales as $\tilde O(\mathsf{S}…