2 papers
math.OC2026
Weakly-Coupled Multi-Action Restless Bandits -- Exponential Convergence in Probability
Jing Fu, Bill Moran, Jose Nino-Mora
We study a finite time horizon Markov decision process (MDP) consisting of several groups of multi-action finite-state restless bandit processes, which are identical within each gr…
math.OC2024
Multi-Action Restless Bandits with Weakly Coupled Constraints: Simultaneous Learning and Control
Jing Fu, Bill Moran, José Niño-Mora
We study a system with finitely many groups of multi-action bandit processes, each of which is a Markov decision process (MDP) with finite state and action spaces and potentially d…