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Whittle Index for Partially Observed Binary Markov Decision Processes

IEEE Transactions on Automatic Control, 2017
We 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
exaly   +2 more sources

Model-Based Learning of Whittle Index

ACM SIGMETRICS Performance Evaluation Review
Restless 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
openaire   +1 more source

Optimality of myopic scheduling and whittle indexability for energy harvesting sensors

2012 46th Annual Conference on Information Sciences and Systems (CISS), 2012
Consider 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
openaire   +1 more source

Partially observable restless bandits with restarts: indexability and computation of Whittle index

2022 IEEE 61st Conference on Decision and Control (CDC), 2022
Nima Akbarzadeh, Aditya Mahajan
openaire   +1 more source

Robustness of Whittle Index Policy to Model Approximation

SSRN Electronic Journal, 2022
Amit Sinha, Aditya Mahajan
openaire   +1 more source

Whittle’s Index Policy for Multi-Target Tracking with Jamming and Nondetections

2016
This 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-
openaire   +1 more source

Computing Whittle (and Gittins) Index in Subcubic Time.

CoRR, 2022
Nicolas Gast, Bruno Gaujal, Kimang Khun
openaire   +1 more source

Whittle index approach to opportunistic scheduling with partial channel information

Performance Evaluation, 2019
Samuli Aalto   +2 more
exaly  

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