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math.OC2025
Model Predictive Control is almost Optimal for Heterogeneous Restless Multi-armed Bandits
Dheeraj Narasimha, Nicolas Gast
We consider a general infinite horizon Heterogeneous Restless multi-armed Bandit (RMAB). Heterogeneity is a fundamental problem for many real-world systems largely because it resis…
math.OC2025
Model Predictive Control is Almost Optimal for Restless Bandit
Nicolas Gast, Dheeraj Narasimha
We consider the discrete time infinite horizon average reward restless markovian bandit (RMAB) problem. We propose a \emph{model predictive control} based non-stationary policy wit…