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math.OC2024★ 1 cited
An Optimal-Control Approach to Infinite-Horizon Restless Bandits: Achieving Asymptotic Optimality with Minimal Assumptions
Chen YAN
We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless -armed bandit problem. Unlike most studies that rely on constructin…
math.OC2021★ 17 cited
LP-based policies for restless bandits: necessary and sufficient conditions for (exponentially fast) asymptotic optimality
Nicolas Gast, Bruno Gaujal, Chen Yan
We provide a framework to analyse control policies for the restless Markovian bandit model, under both finite and infinite time horizon. We show that when the population of arms go…