Restless Multi-Armed Bandits
Scalable resource allocation algorithms for health, conservation, and beyond.
Restless Multi-Armed Bandits (RMABs) model the problem of allocating scarce resources (interventions, attention, budget) across many agents whose states evolve over time. We develop scalable algorithms and deploy them in real-world systems.
Key directions:
- Whittle index policies and online learning for unknown dynamics
- Decision-focused learning of RMAB transition parameters
- Neural index policies for multi-action, heterogeneous-budget settings
- Non-stationary and networked RMAB extensions
Deployments:
- Maternal and child health outreach scheduling (ARMMAN, India)
- Pediatric early warning systems (Children’s Healthcare of Atlanta)
- Green security patrol scheduling (wildlife conservation)
Selected publications:
(Wang et al., 2023; Wang et al., 2023; Verma et al., 2023; Xu et al., 2021; Pandey et al., 2025)
References
2025
- Neural Index Policies for Restless Multi-Action Bandits with Heterogeneous Budgets2025In submission
2023
- Optimistic Whittle Index Policy: Online Learning for Restless BanditsIn AAAI Conference on Artificial Intelligence (AAAI), 2023
- Scalable Decision-Focused Learning in Restless Multi-Armed Bandits with Application to Maternal and Child HealthIn AAAI Conference on Artificial Intelligence (AAAI), 2023
- Restless Multi-Armed Bandits for Maternal and Child Health: Results from Decision-Focused LearningIn International Conference on Autonomous Agents and Multi-Agent Systems (AAMAS), 2023
2021
- Dual-Mandate Patrols: Multi-Armed Bandits for Green SecurityIn AAAI Conference on Artificial Intelligence (AAAI), 2021Best Paper Runner-Up