Whittle index based Q-learning for restless bandits with average reward

29 Apr 2020Konstantin AvrachenkovVivek S. Borkar

A novel reinforcement learning algorithm is introduced for multiarmed restless bandits with average reward, using the paradigms of Q-learning and Whittle index. Specifically, we leverage the structure of the Whittle index policy to reduce the search space of Q-learning, resulting in major computational gains... (read more)

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