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NeurWIN: Neural Whittle Index Network For Restless Bandits Via Deep RL
[article]
2022
arXiv
pre-print
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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. ...
NeurWIN Algorithm: Neural Whittle Index Network In this section, we present NeurWIN, a deep-RL algorithm that trains neural networks to predict the Whittle indices. ...
arXiv:2110.02128v2
fatcat:l4im36uuabhljdougq33a3ptju