Restless-UCB, an Efficient and Low-complexity Algorithm for Online Restless Bandits

Siwei Wang
Siwei Wang
John C. S. Lui
John C. S. Lui

NIPS 2020, 2020.

Cited by: 0|Views12
EI

Abstract:

We study the online restless bandit problem, where the state of each arm evolves according to a Markov chain, and the reward of pulling an arm depends on both the pulled arm and the current state of the corresponding Markov chain. In this paper, we propose Restless-UCB, a learning policy that follows the explore-then-commit framework. I...More

Code:

Data:

Your rating :
0

 

Tags
Comments