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Model Predictive Control is Almost Optimal for Restless Bandit
Our solution requires minimal assumptions and quantifies the loss in optimality in terms of $\tau$ and the number of arms, $N$.
CONGO: Compressive Online Gradient Optimization with Application to Microservices Management
While the number of microservices is substantial, the latency function primarily reacts to resource changes in a few, rendering the gradient sparse.
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