Coupled bisection for root ordering

DOI10.1016/J.ORL.2015.12.015zbMath1408.65025OpenAlexW2204146947MaRDI QIDQ1785734

Peter I. Frazier, Stephen N. Pallone, Shane G. Henderson

Publication date: 1 October 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2015.12.015

zbMATH Keywords

Lagrangian relaxationdynamic programmingbisectionindex policies

Mathematics Subject Classification ID

Dynamic programming (90C39) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical computation of solutions to single equations (65H05)

Cites Work

• Stochastic orders
• Computing a Classic Index for Finite-Horizon Bandits
• Index Policies for the Admission Control and Routing of Impatient Customers to Heterogeneous Service Stations
• Index policies for discounted bandit problems with availability constraints
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