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Whittle Index for Partially Observed Binary Markov Decision Processes
IEEE Transactions on Automatic Control, 2017We consider the problem of dynamically scheduling $M$ out of $N$ binary Markov chains when only noisy observations of state are available, with ergodic (equivalently, long run average) reward. By passing on to the equivalent problem of controlling the conditional distribution of state given observations and controls, it is cast as a restless ...
Vivek S Borkar
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Model-Based Learning of Whittle Index
ACM SIGMETRICS Performance Evaluation ReviewRestless multi-armed bandits (RMABs) can model several resource allocation problems. To cite only a few applications, RMABs are used to solve optimization problems related to stochastic scheduling in a queue opportunistic scheduling machine maintenance [5], healthcare or recommendation systems. A RMAB is composed of N independent arms,
Joël Charles-Rebuffé +2 more
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Optimality of myopic scheduling and whittle indexability for energy harvesting sensors
2012 46th Annual Conference on Information Sciences and Systems (CISS), 2012Consider a single-hop wireless sensor network, where a central node (or fusion center, FC) collects data from a set of M energy harvesting (EH)-capable sensors (or nodes). In each time-slot only a subset of K ≤ M nodes can be scheduled by the FC for transmission over K orthogonal communication resources (e.g., frequencies).
Fabio Iannello +2 more
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Partially observable restless bandits with restarts: indexability and computation of Whittle index
2022 IEEE 61st Conference on Decision and Control (CDC), 2022Nima Akbarzadeh, Aditya Mahajan
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Robustness of Whittle Index Policy to Model Approximation
SSRN Electronic Journal, 2022Amit Sinha, Aditya Mahajan
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Whittle’s Index Policy for Multi-Target Tracking with Jamming and Nondetections
2016This paper proposes a tractable priority-index policy based on the Whittle index for multi-target tracking with jamming and nondetections. The policy is to be used by M phased-array radars tracking the positions of \(N > M\) targets moving according to independent scalar Gauss–Markov linear dynamics, which allows use of a random Kalman filter for track-
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Computing Whittle (and Gittins) Index in Subcubic Time.
CoRR, 2022Nicolas Gast, Bruno Gaujal, Kimang Khun
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Restless bandits: indexability and computation of Whittle index.
CoRR, 2020Nima Akbarzadeh, Aditya Mahajan
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PCL-Indexability and Whittle Index for Restless Bandits with General Observation Models.
CoRR, 2023Keqin Liu, Chengzhong Zhang
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Whittle index approach to opportunistic scheduling with partial channel information
Performance Evaluation, 2019Samuli Aalto +2 more
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