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I-Hong Hou

2 accepted papers

2021

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

NeurIPS 2021poster

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…