Indexability is Not Enough for Whittle: Improved, Near-Optimal Algorithms for Restless Bandits

1 code implementation • 31 Oct 2022 • Abheek Ghosh, Dheeraj Nagaraj, Manish Jain, Milind Tambe

Whittle index policies, which are based on Lagrangian relaxations, are widely used in these settings due to their simplicity and near-optimality under certain conditions.

Multi-Armed Bandits