Results 51 to 60 of about 257 (142)

MARBLE: Multi-Armed Restless Bandits in Latent Markovian Environment

open access: yesCoRR
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 (Multi-Armed Restless Bandits in a Latent Markovian Environment), which augments RMABs with a latent Markov state that
Mohsen Amiri   +3 more
openaire   +2 more sources

Marginal productivity index policies for dynamic priority allocation in restless bandit models [PDF]

open access: yes, 2009
Esta tesis estudia tres complejos problemas dinámicos y estocásticos de asignación de recursos: (i) Enrutamiento y control de admisión con información retrasada, (ii) Promoción dinámica de productos y el Problema de la mochila para artículos perecederos,
Jacko, Peter
core  

Non-Stationary Restless Multi-Armed Bandits with Provable Guarantee

open access: yesCoRR
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 systems, these assumptions often break due to non-stationary dynamics, posing significant challenges for ...
Yu-Heng Hung   +2 more
openaire   +2 more sources

Restless bandit marginal productivity indices II: multiproject case and scheduling a multiclass make-to-order/-stock M/G/1 queue [PDF]

open access: yes, 2004
This paper develops a framework based on convex optimization and economic ideas to formulate and solve approximately a rich class of dynamic and stochastic resource allocation problems, fitting in a generic discrete-state multi-project restless bandit ...
Niño-Mora, José, Niño Mora, José
core  

Near-Optimality for Multi-action Multi-resource Restless Bandits with Many Arms

open access: yes, 2022
155 pagesWe consider multi-action restless bandits with multiple resource constraints, also referred to as weakly coupled Markov decision processes. This problem is important in recommender systems, active learning, revenue management, and many other ...
Zhang, Xiangyu
core   +1 more source

Restless bandit marginal productivity indices I: singleproject case and optimal control of a make-to-stock M/G/1 queue [PDF]

open access: yes, 2004
This paper develops a framework based on convex optimization and economic ideas to formulate and solve by an index policy the problem of optimal dynamic effort allocation to a generic discrete-state restless bandit (i.e. binary-action: work/rest) project,
Niño-Mora, José, Niño Mora, José
core  

Asymptotic Optimal Control of Markov-Modulated Restless Bandits [PDF]

open access: yes, 2018
International audienceThis paper studies optimal control subject to changing conditions. This is an area that recently received a lot of attention as it arises in numerous situations in practice.
Duran, Santiago   +4 more
core   +1 more source

Field study in deploying restless multi-armed bandits: assisting non-profits in improving maternal and child health

open access: yes, 2022
The widespread availability of cell phones has enabled non-profits to deliver critical health information to their beneficiaries in a timely manner. This paper describes our work to assist non-profits that employ automated messaging programs to deliver ...
VERMA, Shresth   +10 more
core   +1 more source

Transfer restless multi-armed bandit policy for energy-efficient heterogeneous cellular network [PDF]

open access: yesEURASIP Journal on Advances in Signal Processing, 2019
Abstract This paper proposes a learning policy to improve the energy efficiency (EE) of heterogeneous cellular networks. The combination of active and inactive base stations (BS) that allows for maximizing EE is identified as a combinatorial learning problem and requires high computational complexity as well as a large signaling overhead.
Modi, Navikkumar   +2 more
openaire   +3 more sources

Scalable Decision-Focused Learning in Restless Multi-Armed Bandits with Application to Maternal and Child Health

open access: yes, 2023
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 policy solves ...
Shah, Sanket   +7 more
core   +2 more sources

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