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A Faster Index Algorithm and a Computational Study for Bandits with Switching Costs

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Publication:2901010
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DOI10.1287/ijoc.1070.0238zbMath1243.90156OpenAlexW2108636382MaRDI QIDQ2901010

José Niño-Mora

Publication date: 28 July 2012

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.1070.0238


zbMATH Keywords

computational complexitydynamic programmingMarkov finite state bandits


Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)


Related Items (3)

Dynamic priority allocation via restless bandit marginal productivity indices ⋮ Group Maintenance: A Restless Bandits Approach ⋮ A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups




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