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 indexability. In this paper, we present two general sufficient conditions for indexability and identify simpler to verify refinements of these conditions. We then revisit a previously proposed algorithm called adaptive greedy algorithm which is known to compute the Whittle index for a subclass of restless bandits. We show that a generalization of the adaptive greedy algorithm computes the Whittle index for all indexable restless bandits. We present an efficient implementation of this algorithm which can compute the Whittle index of a restless bandit with $K$ states in O(K^3) computations. Finally, we present a detailed numerical study which affirms the strong performance of the Whittle index heuristic.
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…
Lagrangian Relaxation for Multi-Action Partially Observable Restless Bandits: Heuristic Policies and Indexability
Department of Electrical Engineering, Indian Institute of Technology Madras（印度理工学院马德拉斯分校电子工程系）；Department of Electrical Engineering and Computer Science, University of Ottawa（渥太华大学电子工程与计算机科学系）
Constrained Restless Bandits for Dynamic Scheduling in Cyber-Physical Systems
Department of Electrical Engineering, Indian Institute of Technology Bombay（印度理工学院班加罗尔电子工程系）；Polytechnique Montreal（蒙特利尔理工学院）；IIIT Allahabad（阿哈迈德纳巴德印度理工学院）；University of Ottawa（渥太华大学）；IIT Bombay（印度理工学院班加罗尔）
We study the problem of user association, i.e., determining which base station (BS) a user should associate with, in a dense millimeter wave (mmWave) network. In our system model, in each time slot, a user arrives with some probability in a region with a relatively small geographical area served by a dense mmWave network. Our goal is to devise an association policy under which, in each time slot in which a user arrives, it is assigned to exactly one BS so as to minimize the weighted average amount of time that users spend in the system. The above problem is a restless multi-armed bandit proble…
University of Waterloo（滑铁卢大学）；McGill University（麦吉尔大学）
In this paper, we consider the problem of allocating human operators in a system with multiple semi-autonomous robots. Each robot is required to perform an independent sequence of tasks, subjected to a chance of failing and getting stuck in a fault state at every task. If and when required, a human operator can assist or teleoperate a robot. Conventional MDP techniques used to solve such problems face scalability issues due to exponential growth of state and action spaces with the number of robots and operators. In this paper we derive conditions under which the operator allocation problem is …
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 properties for these policies are discussed. We next consider a restless multi-armed bandit (RMAB) with multi-dimensional state space and multi-actions bandit model. A standard RMAB consists of two actions for each arms whereas in multi-actions RMAB, there are more that two actions for each arms. A popular approach for RMAB is Whittle index based heuristic polic…
Restless Multi-Process Multi-Armed Bandits with Applications to Self-Driving Microscopies
Department of Information Science and Engineering（信息科学与工程系）；Department of Applied Physics（应用物理系）；Department of Biophysics（生物物理系）；KTH Royal Institute of Technology（皇家理工学院）
