egalitarian 处理器共享系统的 Whittle 可索引性

Conditions for indexability of restless bandits and an O(K^3) algorithm to compute Whittle index

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 models capture the fundamental trade-offs between exploration and exploitation. In 1988, Whittle developed an index heuristic for restless bandit problems which has emerged as a popular solution approach due to its simplicity and strong empirical performance. The Whittle index heuristic is applicable if the model satisfies a technical condition known as index…

Indexability and Rollout Policy for Multi-State Partially Observable Restless Bandits

Restless multi-armed bandits with partially observable states has applications in communication systems, age of information and recommendation systems. In this paper, we study multi-state partially observable restless bandit models. We consider three different models based on information observable to decision maker -- 1) no information is observable from actions of a bandit 2) perfect information from bandit is observable only for one action on bandit, there is a fixed restart state, i.e., transition occurs from all other states to that state 3) perfect state information is available to decis…

两类可索引的部分可观测非静息多臂赌博机及Whittle指数计算

Two families of indexable partially observable restless bandits and Whittle index computation

本文研究了部分可观测非静息多臂赌博机的两种观测模型，在满足重启性质下证明了其可索引性，提出Whittle指数策略，分别为两种模型推导了闭式表达式和高效算法，实验表明该策略优于近视策略且接近最优。

有限状态躁动多臂老虎机的可索引性与Rollout策略

Indexability of Finite State Restless Multi-Armed Bandit and Rollout Policy

该研究针对有限状态躁动多臂老虎机的无限时域折扣奖励最大化问题，分析单臂模型的可索引性，提出值迭代验证方法，还研究了在线rollout策略，实验表明二者性能均优于短视策略。

关于 restless 多臂隐藏马尔可夫老虎机的 Whittle 指数

On the Whittle Index for Restless Multi-armed Hidden Markov Bandits

研究针对隐藏马尔可夫老虎机的 Whittle 指数选择策略，分析单臂老虎机的阈值型最优策略，并通过数值示例验证结果。

多动作部分可观测不安分多臂老虎机的拉格朗日松弛：启发式策略与可索引性

Lagrangian Relaxation for Multi-Action Partially Observable Restless Bandits: Heuristic Policies and Indexability

针对多动作部分可观测不安分多臂老虎机问题，研究其拉格朗日界计算近似方法、值函数性质、启发式策略及Whittle索引策略的局限性，为公共卫生干预等场景的资源分配提供理论支撑。