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UID:20250725T071733EDT-3161ra32PC@132.216.98.100
DTSTAMP:20250725T111733Z
DESCRIPTION:Virtual Informal Systems Seminar (VISS)\, Centre for Intelligen
 t Machines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisi
 ons (GERAD)\n	\n	Zoom Link\n	Meeting ID: 910 7928 6959        \n	Passcode: VIS
 S\n	\n	Speaker: Nima Akbarzadeh\, PhD Candidate\, Electrical and Computer En
 gineering\, 51³Ô¹ÏÍø\n	\n	Abstract:\n	Restless bandits are a class o
 f sequential resource allocation problems concerned with allocating one or
  more resources among several alternative processes where the evolution of
  the process depends on the resource allocated to them.  In 1988\, Whittle
  proposed an index heuristic for restless bandit problems which has emerge
 d as a popular solution approach due to its simplicity and strong empirica
 l performance. The Whittle index heuristic is applicable if the model sati
 sfies a technical condition known as indexability. We present two general 
 sufficient conditions for indexability and identify simpler to verify refi
 nements of these conditions for fully-observable models and a class of ind
 exable models for the partially-observable ones. We show that a generaliza
 tion of the adaptive greedy algorithm computes the Whittle index for all i
 ndexable restless bandits. Finally\, we discuss a learning problem in rest
 less bandits when the dynamics of all processes are unknown initially. The
  learning algorithm uses a Thompson sampling approach to estimate the unkn
 own parameters and uses estimated Whittle index to choose actions. We prov
 ide an upper-bound on the regret with respect to an oracle who knows the t
 rue parameters.\n	\n	Bio:\n	Nima Akbarzadeh is a Ph.D. candidate in electrica
 l and computer engineering at 51³Ô¹ÏÍø. He received the B.Sc. deg
 ree in electrical and computer engineering from Shiraz University\, Iran\,
  in 2014\, the M.Sc. in electrical and electronics engineering from Bilken
 t University\, Turkey\, in 2017. He is a recipient of 2020 FRQNT PhD Schol
 arship. His research interests include stochastic control\, reinforcement 
 learning and multi-armed bandits.\n	 \n
DTSTART:20210709T141500Z
DTEND:20210709T151500Z
LOCATION:CA\, ZOOM
SUMMARY:Restless Bandits: Indexability\, Whittle Index Computation and Lear
 ning
URL:/cim/channels/event/restless-bandits-indexability-
 whittle-index-computation-and-learning-331756
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