تقرير
When is exponential asymptotic optimality achievable in average-reward restless bandits?
العنوان: | When is exponential asymptotic optimality achievable in average-reward restless bandits? |
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المؤلفون: | Hong, Yige, Xie, Qiaomin, Chen, Yudong, Wang, Weina |
سنة النشر: | 2024 |
المجموعة: | Computer Science Mathematics |
مصطلحات موضوعية: | Computer Science - Machine Learning, Mathematics - Optimization and Control, Mathematics - Probability, 90C40, G.3, I.6 |
الوصف: | We consider the discrete-time infinite-horizon average-reward restless bandit problem. We propose a novel policy that maintains two dynamic subsets of arms: one subset of arms has a nearly optimal state distribution and takes actions according to an Optimal Local Control routine; the other subset of arms is driven towards the optimal state distribution and gradually merged into the first subset. 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. Our policy is the first to achieve exponential asymptotic optimality under the above set of easy-to-verify assumptions, whereas prior work either requires a strong Global Attractor assumption or only achieves an $O(1/\sqrt{N})$ optimality gap. We further discuss the fundamental obstacles in significantly weakening our assumptions. In particular, we prove a lower bound showing that local stability is fundamental for exponential asymptotic optimality. Comment: 46 pages, 1 figure |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/2405.17882 |
رقم الأكسشن: | edsarx.2405.17882 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |