no code implementations • 28 May 2024 • Yige Hong, Qiaomin Xie, Yudong Chen, Weina Wang
We show that our policy is asymptotically optimal with an $O(\exp(-C N))$ optimality gap for an $N$-armed problem, under the mild assumptions of aperiodic-unichain, non-degeneracy, and local stability.
no code implementations • 8 Feb 2024 • Yige Hong, Qiaomin Xie, Yudong Chen, Weina Wang
We consider the infinite-horizon, average-reward restless bandit problem in discrete time.
1 code implementation • NeurIPS 2023 • Yige Hong, Qiaomin Xie, Yudong Chen, Weina Wang
In both settings, our work is the first asymptotic optimality result that does not require UGAP.
