From Relaxed Indexability to Exact Indexability: A $t$-Step Approach for Partially Observable Restless Bandits
Whittle index policies offer a scalable method for restless multi-armed bandits, but under partial observability even determining the indifference subsidy at a single belief requires solving an infinite-horizon belief-state problem with no closed-form value function. Liu [10] addresses this difficulty by linearizing the unknown decision boundary, leading to a linear system and a closed-form approximate Whittle index. However, the resulting threshold uses only a one-step active--passive comparison and does not account for longer-horizon continuation values. We extend this framework to a \emph{$t$-step lookahead threshold policy}. For each subsidy $m$, the threshold is defined by the active...
| Authors | Keqin Liu, Qizhen Jia |
|---|---|
| Primary category | cs.LG |
| Published | 25 August 2026 |
| Last updated at source | 6 September 2026 |
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