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From Relaxed Indexability to Exact Indexability: A $t$-Step Approach for Partially Observable Restless Bandits

Liu, Keqin et al.
arXiv (All) · Papers
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machine-learningoptimization-and-control
Whittle index policies offer a scalable method for restless multi-armed bandits, but under partial observability even determining the indifference subsidy at a single belief requires solving an infinite-horizon belief-state problem with no closed-form value function. Liu [10] addresses this difficul
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