Tabular and Deep Learning of Whittle Index
Résumé
- Whittle index policy is an asymptotically optimal heuristic for solving Restless Multi-Armed Bandit Problems (RMBAP).
- We propose two algorithms, QWI and QWINN, for the computation of such indices.
- Both employ a two timescale system for the computation of the indices and the Q-values of each state/action.
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