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20202026
most citedLP-based policies for restless bandits: necessary and sufficient conditions for (exponentially fast) asymptotic optimality

17 citations · 18 across the 6 of their papers we have counts for

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cs.PF2020

Exponential Convergence Rate for the Asymptotic Optimality of Whittle Index Policy

Nicolas Gast, Bruno Gaujal, Chen Yan

We evaluate the performance of Whittle index policy for restless Markovian bandits, when the number of bandits grows. It is proven in [30] that this performance is asymptotically o…