Whittle Index for Partially Observed Binary Markov Decision Processes

Borkar, Vivek S. (2017) Whittle Index for Partially Observed Binary Markov Decision Processes IEEE Transactions on Automatic Control, 62 (12). pp. 6614-6618. ISSN 0018-9286

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Official URL: http://doi.org/10.1109/TAC.2017.2715329

Related URL: http://dx.doi.org/10.1109/TAC.2017.2715329

Abstract

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 bandit problem and its Whittle indexability is established.

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Deposited On:19 Jan 2023 11:01
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