Corpus ID: 14372834

On Optimality of Myopic Policy for Restless Multi-armed Bandit Problem with Non i.i.d. Arms and Imperfect Detection

@article{Wang2012OnOO,
  title={On Optimality of Myopic Policy for Restless Multi-armed Bandit Problem with Non i.i.d. Arms and Imperfect Detection},
  author={Kehao Wang and Lin Chen and Quan Liu and Khaldoun Al Agha},
  journal={ArXiv},
  year={2012},
  volume={abs/1205.5375}
}
  • Kehao Wang, Lin Chen, +1 author Khaldoun Al Agha
  • Published in ArXiv 2012
  • Computer Science
  • We consider the channel access problem in a multi-channel op portunistic communication system with imperfect channel sensing, where the state of each channel e volves as a non independent and identically distributed Markov process. This problem can be cast into a r estless multi-armed bandit (RMAB) problem that is intractable for its exponential computation comple xity. A natural alternative is to consider the easily implementable myopic policy that maximizes the immediate r eward but ignores… CONTINUE READING

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