A reinforcement learning algorithm for restless bandits

Borkar, Vivek S. ; Chadha, Karan (2018) A reinforcement learning algorithm for restless bandits In: 2018 Indian Control Conference (ICC), 04-06 January 2018, Kanpur, India.

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Official URL: http://doi.org/10.1109/INDIANCC.2018.8307959

Related URL: http://dx.doi.org/10.1109/INDIANCC.2018.8307959

Abstract

We propose and analyze a reinforcement learning algorithm for learning Whittle index for a class of indexable restless bandits based on linear function approximation and illustrate its use using as an example a restless bandit problem arising in scheduling of web crawlers for ephemeral content.

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ID Code:135155
Deposited On:19 Jan 2023 10:23
Last Modified:19 Jan 2023 10:23

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