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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

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 study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both…

Machine Learning · Computer Science 2022-03-25 Guojun Xiong , Jian Li , Rahul Singh

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

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…

Machine Learning · Computer Science 2021-06-24 Jackson A. Killian , Arpita Biswas , Sanket Shah , Milind Tambe

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

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…

Machine Learning · Computer Science 2025-08-05 Gongpu Chen , Soung Chang Liew , Deniz Gunduz

We study the finite-horizon Restless Multi-Armed Bandit (RMAB) problem with $N$ homogeneous arms. Prior work has shown that when an RMAB satisfies a non-degeneracy condition, Linear-Programming-based (LP-based) policies derived from the…

Optimization and Control · Mathematics 2025-05-27 Chen Yan , Weina Wang , Lei Ying

The widespread availability of cell phones has enabled non-profits to deliver critical health information to their beneficiaries in a timely manner. This paper describes our work to assist non-profits that employ automated messaging…

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) generalize the multi-armed bandits where each arm exhibits Markovian behavior and transitions according to their transition dynamics. Solutions to RMAB exist for both offline and online cases. However,…

Machine Learning · Computer Science 2024-02-12 Archit Sood , Shweta Jain , Sujit Gujar

High-content screening microscopy generates large amounts of live-cell imaging data, yet its potential remains constrained by the inability to determine when and where to image most effectively. Optimally balancing acquisition time,…

Applications · Statistics 2025-12-18 Jaume Anguera Peris , Songtao Cheng , Hanzhao Zhang , Wei Ouyang , Joakim Jaldén

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

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

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

We introduce robustness in \textit{restless multi-armed bandits} (RMABs), a popular model for constrained resource allocation among independent stochastic processes (arms). Nearly all RMAB techniques assume stochastic dynamics are precisely…

Machine Learning · Computer Science 2022-06-23 Jackson A. Killian , Lily Xu , Arpita Biswas , 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

Maternal mortality remains a significant global public health challenge. One promising approach to reducing maternal deaths occurring during facility-based childbirth is through early warning systems, which require the consistent monitoring…

Restless bandits are an important class of problems with applications in recommender systems, active learning, revenue management and other areas. We consider infinite-horizon discounted restless bandits with many arms where a fixed…

Machine Learning · Computer Science 2022-03-31 Xiangyu Zhang , Peter I. Frazier