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Restless bandits with imperfect binary feedback: PCL-indexability analysis and computation

This paper studies restless bandits with binary latent states and imperfect binary feedback, motivated by opportunistic spectrum access with sensing errors. The authors develop a partial conservation laws (PCL)-based analytical and computational framework for establishing indexability and computing the Whittle index. Using deterministic skeleton, renewal decompositions, and combinatorics on words, they obtain tractable expressions in several threshold regimes, fully verifying PCL-indexability. For the remaining regime, efficient numerical schemes are derived for computing the marginal productivity index. Experiments show that the MP index policy typically outperforms standard benchmarks.

SourcearXiv Machine LearningAuthor: Jos\'e Ni\~no-Mora

[2606.11192] Restless bandits with imperfect binary feedback: PCL-indexability analysis and computation

[Submitted on 27 Mar 2026]

Title:Restless bandits with imperfect binary feedback: PCL-indexability analysis and computation

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Abstract:We study restless bandits with binary latent states and imperfect binary feedback, motivated by opportunistic spectrum access with sensing errors. For the associated belief-state model, we develop a partial conservation laws (PCL)-based analytical and computational framework for establishing indexability and evaluating the Whittle index, building on a verification theorem for real-state discounted restless bandits. The framework analyzes the stochastic dynamics via an associated deterministic skeleton, renewal decompositions, and combinatorics on words. It yields tractable expressions for discounted reward and resource metrics in several threshold regimes, enabling full verification of the PCL-indexability conditions there. For the remaining regime, where a complete analytic verification is not achieved in this paper, we derive efficient numerical schemes for computing the relevant marginal metrics and the marginal productivity (MP) index, which equals the Whittle index when those conditions hold. Extensive computational experiments provide strong evidence that these conditions also hold in that regime across broad parameter ranges and without the stringent parameter restrictions imposed in prior work. The experiments further show that theMP index policy typically outperforms standard benchmark policies, often by a substantial margin.

Comments: 59 pages, 12 figures, submitted 27/3/2026

Subjects:

Machine Learning (cs.LG); Optimization and Control (math.OC)

MSC classes: 90B36 (Primary) 90C40, 90B15 (Secondary)

Cite as: arXiv:2606.11192 [cs.LG]

(or arXiv:2606.11192v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.11192

arXiv-issued DOI via DataCite

Submission history

From: José Niño-Mora [view email] [v1] Fri, 27 Mar 2026 17:34:37 UTC (1,867 KB)

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