Competing Markov decision processes

DOI10.1007/BF02283613zbMath0717.90097OpenAlexW1969013755MaRDI QIDQ2638972

Kevin D. Glazebrook

Publication date: 1991

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02283613

zbMATH Keywords

Gittins indexstochastic resource allocationdiscounted Markov decision processes

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Markov and semi-Markov decision processes (90C40)

Related Items (1)

A generalized oil exploration problem

Cites Work

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• Arm-acquiring bandits
• Procedures for the evaluation of strategies for resource allocation in a stochastic environment
• Evaluating Strategies for Markov Decision Processes in Parallel
• A General Model for the Scheduling of Alternative Stochastic Jobs that may Fail
• Extensions of the multiarmed bandit problem: The discounted case
• The Multi-Armed Bandit Problem: Decomposition and Computation
• On a reduction principle in dynamic programming
• Stoppable families of alternative bandit processes
• On a sufficient condition for superprocesses due to whittle
• On Scheduling Chains of Jobs on One Processor with Limited Preemption
• Stochastic scheduling with order constraints

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