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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

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

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

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

Restless multi-armed bandits (RMABs) have been widely utilized to address resource allocation problems with Markov reward processes (MRPs). Existing works often assume that the dynamics of MRPs are known prior, which makes the RMAB problem…

Machine Learning · Computer Science 2024-06-13 Jingwen Tong , Xinran Li , Liqun Fu , Jun Zhang , Khaled B. Letaief

We study a problem of information gathering in a social network with dynamically available sources and time varying quality of information. We formulate this problem as a restless multi-armed bandit (RMAB). In this problem, information…

Systems and Control · Computer Science 2018-01-22 Varun Mehta , Rahul Meshram , Kesav Kaza , S. N. Merchant

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

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

Online restless multi-armed bandits (RMABs) typically assume that each arm follows a stationary Markov Decision Process (MDP) with fixed state transitions and rewards. However, in real-world applications like healthcare and recommendation…

Machine Learning · Computer Science 2025-08-15 Yu-Heng Hung , Ping-Chun Hsieh , Kai Wang

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

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

In many public health settings, it is important for patients to adhere to health programs, such as taking medications and periodic health checks. Unfortunately, beneficiaries may gradually disengage from such programs, which is detrimental…

Machine Learning · Computer Science 2021-07-26 Arpita Biswas , Gaurav Aggarwal , Pradeep Varakantham , Milind Tambe

We propose and study Collpasing Bandits, a new restless multi-armed bandit (RMAB) setting in which each arm follows a binary-state Markovian process with a special structure: when an arm is played, the state is fully observed, thus…

Machine Learning · Computer Science 2020-07-10 Aditya Mate , Jackson A. Killian , Haifeng Xu , Andrew Perrault , Milind Tambe

A smart target, also referred to as a reactive target, can take maneuvering motions to hinder radar tracking. We address beam scheduling for tracking multiple smart targets in phased array radar networks. We aim to mitigate the performance…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yuhang Hao , Zengfu Wang , José Niño-Mora , Jing Fu , Min Yang , Quan Pan

Restless multi-armed bandits (RMAB) is a framework for allocating limited resources under uncertainty. It is an extremely useful model for monitoring beneficiaries and executing timely interventions to ensure maximum benefit in public…

Machine Learning · Computer Science 2022-07-28 Dexun Li , Pradeep Varakantham

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-Armed Bandits (RMABs) are powerful models for decision-making under uncertainty, yet classical formulations typically assume fixed dynamics, an assumption often violated in nonstationary environments. We introduce MARBLE…

Machine Learning · Computer Science 2026-04-13 Mohsen Amiri , Konstantin Avrachenkov , Ibtihal El Mimouni , Sindri Magnússon

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 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

Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most B arms can be activated at any decision epoch. Each restless arm is endowed…

Machine Learning · Computer Science 2024-05-03 Guojun Xiong , Jian Li
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