On the myopic policy for a class of restless bandit problems with applications in dynamic multichannel access

2009 ◽  
Author(s):  
Keqin Liu ◽  
Qing Zhao
Keyword(s):  
Bandit Problems ◽  
Restless Bandit ◽  
Myopic Policy ◽  
Multichannel Access

scholarly journals Some indexable families of restless bandit problems

2006 ◽  
Vol 38 (3) ◽  
pp. 643-672 ◽  
Author(s):  
K. D. Glazebrook ◽  
D. Ruiz-Hernandez ◽  
C. Kirkbride
Keyword(s):  
Index Theory ◽  
Stochastic Scheduling ◽  
Gittins Index ◽  
Scheduling Problems ◽  
Bandit Problems ◽  
Index Policy ◽  
Restless Bandit ◽  
Machine Maintenance ◽  
State Evolution ◽  
Strong Performance

In 1988 Whittle introduced an important but intractable class of restless bandit problems which generalise the multiarmed bandit problems of Gittins by allowing state evolution for passive projects. Whittle's account deployed a Lagrangian relaxation of the optimisation problem to develop an index heuristic. Despite a developing body of evidence (both theoretical and empirical) which underscores the strong performance of Whittle's index policy, a continuing challenge to implementation is the need to establish that the competing projects all pass an indexability test. In this paper we employ Gittins' index theory to establish the indexability of (inter alia) general families of restless bandits which arise in problems of machine maintenance and stochastic scheduling problems with switching penalties. We also give formulae for the resulting Whittle indices. Numerical investigations testify to the outstandingly strong performance of the index heuristics concerned.

Approximation algorithms for restless bandit problems

2010 ◽  
Vol 58 (1) ◽  
pp. 1-50 ◽  
Author(s):  
Sudipto Guha ◽  
Kamesh Munagala ◽  
Peng Shi
Keyword(s):  
Approximation Algorithms ◽  
Bandit Problems ◽  
Restless Bandit

Optimal Myopic Policy for Restless Bandit: A Perspective of Eigendecomposition

2022 ◽  
pp. 1-1
Author(s):  
Kehao Wang ◽  
Jihong Yu ◽  
Lin Chen ◽  
Pan Zhou ◽  
Moe Win
Keyword(s):  
Restless Bandit ◽  
Myopic Policy

Index policies for a class of discounted restless bandits

2002 ◽  
Vol 34 (04) ◽  
pp. 754-774 ◽  
Author(s):  
K. D. Glazebrook ◽  
J. Niño-Mora ◽  
P. S. Ansell
Keyword(s):  
Conservation Laws ◽  
Special Class ◽  
Computational Study ◽  
Bandit Problems ◽  
Index Policy ◽  
Restless Bandit ◽  
Restless Bandits ◽  
Index Policies ◽  
Strong Performance ◽  
Dual Speed

The paper concerns a class of discounted restless bandit problems which possess an indexability property. Conservation laws yield an expression for the reward suboptimality of a general policy. These results are utilised to study the closeness to optimality of an index policy for a special class of simple and natural dual speed restless bandits for which indexability is guaranteed. The strong performance of the index policy is confirmed by a computational study.

scholarly journals Some indexable families of restless bandit problems

2006 ◽  
Vol 38 (03) ◽  
pp. 643-672 ◽  
Author(s):  
K. D. Glazebrook ◽  
D. Ruiz-Hernandez ◽  
C. Kirkbride
Keyword(s):  
Index Theory ◽  
Stochastic Scheduling ◽  
Gittins Index ◽  
Scheduling Problems ◽  
Bandit Problems ◽  
Index Policy ◽  
Restless Bandit ◽  
Machine Maintenance ◽  
State Evolution ◽  
Strong Performance

In 1988 Whittle introduced an important but intractable class of restless bandit problems which generalise the multiarmed bandit problems of Gittins by allowing state evolution for passive projects. Whittle's account deployed a Lagrangian relaxation of the optimisation problem to develop an index heuristic. Despite a developing body of evidence (both theoretical and empirical) which underscores the strong performance of Whittle's index policy, a continuing challenge to implementation is the need to establish that the competing projects all pass an indexability test. In this paper we employ Gittins' index theory to establish the indexability of (inter alia) general families of restless bandits which arise in problems of machine maintenance and stochastic scheduling problems with switching penalties. We also give formulae for the resulting Whittle indices. Numerical investigations testify to the outstandingly strong performance of the index heuristics concerned.

Index policies for a class of discounted restless bandits

2002 ◽  
Vol 34 (4) ◽  
pp. 754-774 ◽  
Author(s):  
K. D. Glazebrook ◽  
J. Niño-Mora ◽  
P. S. Ansell
Keyword(s):  
Conservation Laws ◽  
Special Class ◽  
Computational Study ◽  
Bandit Problems ◽  
Index Policy ◽  
Restless Bandit ◽  
Restless Bandits ◽  
Index Policies ◽  
Strong Performance ◽  
Dual Speed

The paper concerns a class of discounted restless bandit problems which possess an indexability property. Conservation laws yield an expression for the reward suboptimality of a general policy. These results are utilised to study the closeness to optimality of an index policy for a special class of simple and natural dual speed restless bandits for which indexability is guaranteed. The strong performance of the index policy is confirmed by a computational study.

Learning, risk attitude and hot stoves in restless bandit problems

2009 ◽  
Vol 53 (3) ◽  
pp. 155-167 ◽  
Author(s):  
Guido Biele ◽  
Ido Erev ◽  
Eyal Ert
Keyword(s):  
Risk Attitude ◽  
Bandit Problems ◽  
Restless Bandit
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