Restless Bandits with Individual Penalty Constraints: A New Near-Optimal Index Policy and How to Learn It

This paper investigates the Restless Multi-Armed Bandit (RMAB) framework under individual penalty constraints to address resource allocation challenges in dynamic wireless networked environments. Unlike conventional RMAB models, our model allows each user (arm) to have distinct and stringent performance constraints, such as energy limits, activation limits, or age of information minimums, enabling the capture of diverse objectives including fairness and efficiency. To find the optimal resource allocation policy, we propose a new Penalty-Optimal Whittle (POW) index policy. The POW index of an user only depends on the user's transition kernel and penalty constraints, and remains invariable to system-wide features such as the number of users present and the amount of resource available. This makes it computationally tractable to calculate the POW Indices offline without any need for online adaptation. Moreover, we theoretically prove that the POW index policy is asymptotically optimal while satisfying all individual penalty constraints. We also introduce a deep reinforcement learning algorithm to efficiently learn the POW index on the fly. Simulation results across various applications and system configurations further demonstrate that the POW index policy not only has near-optimal performance but also significantly outperforms other existing policies.

Deep Index Policy for Multi-Resource Restless Matching Bandit and Its Application in Multi-Channel Scheduling

Scheduling in multi-channel wireless communication system presents formidable challenges in effectively allocating resources. To address these challenges, we investigate the multi-resource restless matching bandit (MR-RMB) model for heterogeneous resource systems with an objective of maximizing long-term discounted total rewards while respecting resource constraints. We have also generalized to applications beyond multi-channel wireless. We discuss the Max-Weight Index Matching algorithm, which optimizes resource allocation based on learned partial indexes. We have derived the policy gradient theorem for index learning. Our main contribution is the introduction of a new Deep Index Policy (DIP), an online learning algorithm tailored for MR-RMB. DIP learns the partial index by leveraging the policy gradient theorem for restless arms with convoluted and unknown transition kernels of heterogeneous resources. We demonstrate the utility of DIP by evaluating its performance for three different MR-RMB problems. Our simulation results show that DIP indeed learns the partial indexes efficiently.