Whittle index
E695660
heuristic
index policy
policy for restless multi-armed bandits
solution concept in stochastic control
The Whittle index is a heuristic index policy in stochastic control and multi-armed bandit problems that provides a tractable way to make near-optimal sequential decisions under uncertainty.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Whittle index canonical | 1 |
Statements (48)
| Predicate | Object |
|---|---|
| instanceOf |
heuristic
ⓘ
index policy ⓘ policy for restless multi-armed bandits ⓘ solution concept in stochastic control ⓘ |
| appliesTo | restless bandit with subsidy for passivity formulation ⓘ |
| approximationType | asymptotically optimal in some regimes ⓘ |
| characteristic |
computationally tractable
ⓘ
decentralized decision rule ⓘ heuristically near-optimal ⓘ indexability-based ⓘ state-dependent priority index ⓘ |
| comparedTo | Gittins index NERFINISHED ⓘ |
| decisionRule | activate arms with largest indices ⓘ |
| definedFor |
each arm in a restless bandit
ⓘ
each state of an arm ⓘ |
| differsFrom | Gittins index for classic bandits ⓘ |
| field |
applied probability
ⓘ
control theory ⓘ operations research ⓘ reinforcement learning ⓘ stochastic processes ⓘ |
| generalizes | index policies to restless bandits ⓘ |
| hasLimitation |
computation can be complex for high-dimensional states
ⓘ
may be suboptimal when indexability fails ⓘ |
| introducedBy | Peter Whittle NERFINISHED ⓘ |
| introducedIn | restless bandit literature of the 1980s ⓘ |
| namedAfter | Peter Whittle NERFINISHED ⓘ |
| optimizes |
discounted reward approximately
ⓘ
long-run average reward approximately ⓘ |
| requires |
indexability condition
ⓘ
solution of single-project dynamic program ⓘ |
| usedFor |
large-scale dynamic allocation problems
ⓘ
near-optimal sequential decision making ⓘ |
| usedIn |
communication networks
ⓘ
dynamic resource allocation ⓘ dynamic spectrum allocation ⓘ healthcare resource allocation ⓘ inventory control ⓘ machine maintenance problems ⓘ multi-armed bandit problems ⓘ operations research ⓘ opportunistic spectrum access ⓘ queueing systems ⓘ restless bandit problems ⓘ scheduling problems ⓘ sensor scheduling ⓘ sequential decision making under uncertainty ⓘ stochastic control ⓘ |
Referenced by (1)
Full triples — surface form annotated when it differs from this entity's canonical label.