Results 71 to 80 of about 257 (142)

Restless and Uncertain: Robust Policies for Restless Bandits via Deep Multi-Agent Reinforcement Learning

open access: yes, 2022
We introduce robustness in \textit{restless multi-armed bandits} (RMABs), a popular model for constrained resource allocation among independent stochastic processes (arms).
Biswas, Arpita   +3 more
core  

Characterization and computation of restless bandit marginal productivity indices [PDF]

open access: yes, 2007
The Whittle index [P. Whittle (1988). Restless bandits: Activity allocation in a changing world. J. Appl. Probab. 25A, 287-298] yields a practical scheduling rule for the versatile yet intractable multi-armed restless bandit problem, involving the ...
Niño-Mora, José   +2 more
core   +1 more source

Multi-Armed Bandits in Brain-Computer Interfaces. [PDF]

open access: yesFront Hum Neurosci, 2022
Heskebeck F   +2 more
europepmc   +1 more source

Optimal Control of Fluid Restless Multi-armed Bandits: A Machine Learning Approach

open access: yesMachine Learning
We present a novel machine learning framework for the optimal control of fluid restless multi-armed bandit problems (FRMABPs) with state equations that are either affine or quadratic in the state variables. By establishing fundamental properties of FRMABPs, we develop an efficient numerical algorithm that generates a comprehensive training set by ...
Dimitris Bertsimas   +2 more
openaire   +2 more sources

Signal detection models as contextual bandits. [PDF]

open access: yesR Soc Open Sci, 2023
Sherratt TN, O'Neill E.
europepmc   +1 more source

Minimizing Cost Rather Than Maximizing Reward in Restless Multi-Armed Bandits

open access: yesCoRR
Restless Multi-Armed Bandits (RMABs) offer a powerful framework for solving resource constrained maximization problems. However, the formulation can be inappropriate for settings where the limiting constraint is a reward threshold rather than a budget.
R. Teal Witter, Lisa Hellerstein
openaire   +2 more sources

Dynamic routing of customers with general delay costs [PDF]

open access: yes, 2009
We consider a network of parallel service stations each modelled as a single server queue. Each station serves its own dedicated customers as well as generic customers who are routed from a central controller.
Glazebrook, K D   +7 more
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
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,
José Niño-Mora
core  

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