NeurWIN: Neural Whittle Index Network For Restless Bandits Via Deep RL

Khaled Nakhleh, Santosh Ganji, Ping-Chun Hsieh, I. Hong Hou, Srinivas Shakkottai

研究成果: Conference contribution同行評審

摘要

Whittle index policy is a powerful tool to obtain asymptotically optimal solutions for the notoriously intractable problem of restless bandits. However, finding the Whittle indices remains a difficult problem for many practical restless bandits with convoluted transition kernels. This paper proposes NeurWIN, a neural Whittle index network that seeks to learn the Whittle indices for any restless bandits by leveraging mathematical properties of the Whittle indices. We show that a neural network that produces the Whittle index is also one that produces the optimal control for a set of Markov decision problems. This property motivates using deep reinforcement learning for the training of NeurWIN. We demonstrate the utility of NeurWIN by evaluating its performance for three recently studied restless bandit problems. Our experiment results show that the performance of NeurWIN is significantly better than other RL algorithms.
原文English
主出版物標題Proceedings of the Thirty-fifth Conference on Neural Information Processing Systems
頁面1-20
頁數20
DOIs
出版狀態Published - 12月 2021

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