Procedures for the evaluation of strategies for resource allocation in a stochastic environment

DOI10.2307/3214609zbMath0712.90090OpenAlexW2324749535MaRDI QIDQ3197639

Kevin D. Glazebrook

Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214609

zbMATH Keywords

Gittins indexoptimal policydiscounted Markov decision processtotal expected rewardN-alternative bandit processesstationary rule

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (6)

Stochastic scheduling and forwards induction ⋮ Optimal selection of obsolescence mitigation strategies using a restless bandit model ⋮ Competing Markov decision processes ⋮ On the evaluation of strategies for branching bandit processes ⋮ Finite state multi-armed bandit problems: Sensitive-discount, average-reward and average-overtaking optimality ⋮ On scheduling influential stochastic tasks on a single machine

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