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

José Niño Mora

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

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.

Keywords: Restless; multi-armed; bandits; Partial; observability; Sensing; errors; Whittle; index; Indexability; Conservation; laws; Opportunistic; spectrum; access (search for similar items in EconPapers)
Date: 2026-05-26
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