Towards Q-learning the Whittle Index for Restless Bandits

Jing Fu; Yoni Nazarathy; Sarat Moka; Peter G Taylor

Conference Proceedings

Towards Q-learning the Whittle Index for Restless Bandits

Jing Fu, Yoni Nazarathy, Sarat Moka, Peter G Taylor

2019 Australian & New Zealand Control Conference (ANZCC) | IEEE | Published : 2019

DOI: 10.1109/ANZCC47194.2019.8945748

University of Melbourne Researchers

Peter Taylor Author Mathematics and Statistics

Jing Fu Author Mathematics and Statistics

Related Projects (1)

NEW STOCHASTIC MODELS FOR SCIENCE, ECONOMICS, SOCIAL SCIENCE AND ENGINEERING

Stochastic, or random, phenomena abound in society. This project will combine advancement of the theory of stochastic models at a deep leve..

Grants

Awarded by Australian Research Council (ARC)

Awarded by ACEMS

Awarded by ARC

Funding Acknowledgements

J. Fu and P.G. Taylor's research is supported by the Australian Research Council (ARC) Laureate Fellowship FL130100039 and the ARC Centre of Excellence for the Mathematical and Statistical Frontiers (ACEMS). S. Moka's research is supported by ACEMS, under grant number CE140100049. Y. Nazarathy's research is supported by ARC grant DP180101602. The authors also thank Prof. Vivek Borkar for preliminary discussions.