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We consider the problem of service placement at the network edge, in which a decision maker has to choose between $N$ services to host at the edge to satisfy the demands of customers. Our goal is to design adaptive algorithms to minimize…

Networking and Internet Architecture · Computer Science 2021-01-15 Guojun Xiong , Rahul Singh , Jian Li

The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

This paper proposes a learning algorithm to find a scheduling policy that achieves an optimal delay-power trade-off in communication systems. Reinforcement learning (RL) is used to minimize the expected latency for a given energy constraint…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Yu Zhao , Joohyun Lee , Wei Chen

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

We study the online restless bandit problem, where the state of each arm evolves according to a Markov chain, and the reward of pulling an arm depends on both the pulled arm and the current state of the corresponding Markov chain. In this…

Machine Learning · Computer Science 2020-11-09 Siwei Wang , Longbo Huang , John C. S. Lui

The Whittle index, which characterizes optimal policies for controlling certain single restless bandit projects (a Markov decision process with two actions: active and passive) is the basis for a widely used heuristic index policy for the…

Optimization and Control · Mathematics 2021-05-06 José Niño-Mora

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

In this paper, we develop algorithms for joint user scheduling and three types of mmWave link configuration: relay selection, codebook optimization, and beam tracking in millimeter wave (mmWave) networks. Our goal is to design an online…

Networking and Internet Architecture · Computer Science 2022-10-25 Yi Zhang , Robert W. Heath

Stochastic multi-armed bandits (MABs) provide a fundamental reinforcement learning model to study sequential decision making in uncertain environments. The upper confidence bounds (UCB) algorithm gave birth to the renaissance of bandit…

Machine Learning · Computer Science 2024-06-11 Ambrus Tamás , Szabolcs Szentpéteri , Balázs Csanád Csáji

We consider finite state restless multi-armed bandit problem. The decision maker can act on M bandits out of N bandits in each time step. The play of arm (active arm) yields state dependent rewards based on action and when the arm is not…

Machine Learning · Computer Science 2023-05-02 Vishesh Mittal , Rahul Meshram , Deepak Dev , Surya Prakash

We consider a restless multi-armed bandit (RMAB) in which there are two types of arms, say A and B. Each arm can be in one of two states, say $0$ or $1.$ Playing a type A arm brings it to state $0$ with probability one and not playing it…

Systems and Control · Computer Science 2017-04-11 Rahul Meshram , Aditya Gopalan , D. Manjunath

In this paper, we investigate a general delay-aware channel allocation problem where the number of channels is less than that of users. Due to the proliferation of delay sensitive applications, the objective of our problem is chosen to be…

Information Theory · Computer Science 2020-05-22 Saad Kriouile , Mohamad Assaad , Maialen Larranaga

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…

Computational Complexity · Computer Science 2023-06-23 Nicolas Gast , Bruno Gaujal , Kimang Khun

The multi-armed bandit (MAB) problem is a classical problem that models sequential decision-making under uncertainty in reinforcement learning. In this study, we propose a new generalized upper confidence bound (UCB) algorithm (GWA-UCB1) by…

Machine Learning · Computer Science 2023-08-29 Nobuhito Manome , Shuji Shinohara , Ung-il Chung

We study a resource allocation problem with varying requests, and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous Restless Multi-Armed Bandit Problems (RMABPs) connected by constraints…

Optimization and Control · Mathematics 2020-03-30 Jing Fu , Bill Moran , Peter G. Taylor

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

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 bandits are a class of sequential resource allocation problems concerned with allocating one or more resources among several alternative processes where the evolution of the process depends on the resource allocated to them. Such…

Systems and Control · Electrical Eng. & Systems 2021-08-26 Nima Akbarzadeh , Aditya Mahajan

Multi-armed bandit (MAB) processes constitute a foundational subclass of reinforcement learning problems and represent a central topic in statistical decision theory, but are limited to simultaneous adaptive allocation and sequential test,…

Methodology · Statistics 2026-02-27 Li Yang , Xiaodong Yan , Dandan Jiang

The Whittle index, which characterizes optimal policies for controlling certain single restless bandit projects (a Markov decision process with two actions: active and passive) is the basis for a widely used heuristic index policy for the…

Optimization and Control · Mathematics 2021-05-05 José Niño-Mora