On the Whittle Index for Restless Multiarmed Hidden Markov Bandits

DOI10.1109/TAC.2018.2799521zbMath1425.91087arXiv1603.04739MaRDI QIDQ4682368

Aditya Gopalan, Rahul Meshram, D. Manjunath

Publication date: 18 September 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04739

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov and semi-Markov decision processes (90C40) Probabilistic games; gambling (91A60)

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Exponential asymptotic optimality of Whittle index policy ⋮ Empirical Gittins index strategies with \(\varepsilon\)-explorations for multi-armed bandit problems ⋮ A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits ⋮ The role of information in system stability with partially observable servers

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