Partially Observed Markov Decision Process Multiarmed Bandits—Structural Results

DOI10.1287/moor.1080.0371zbMath1231.90373OpenAlexW1998039896MaRDI QIDQ3169035

Vikram Krishnamurthy, B. Wahlberg

Publication date: 27 April 2011

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

Full work available at URL: https://doi.org/10.1287/moor.1080.0371

zbMATH Keywords

likelihood ratio orderingstochastic approximation algorithmopportunistic schedulingmonotone policiespartially observed Markov decision processmultiarmed bandits

Mathematics Subject Classification ID

Deterministic scheduling theory in operations research (90B35) Approximation methods and heuristics in mathematical programming (90C59) Markov and semi-Markov decision processes (90C40)

Related Items (3)

Ambiguous partially observable Markov decision processes: structural results and applications ⋮ Optimal Threshold Policies for Multivariate Stopping-Time POMDPs ⋮ Game of Thrones: Fully Distributed Learning for Multiplayer Bandits

Uses Software

• POMDPS

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