Conditions for indexability of restless bandits and an algorithm to compute Whittle index

DOI10.1017/apr.2021.61OpenAlexW3134845586MaRDI QIDQ5055364

Publication date: 13 December 2022

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.06111

zbMATH Keywords

resource allocation stochastic scheduling Whittle index multi-armed bandits restless bandits indexability

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Numerical methods of relaxation type (49M20)

Related Items (2)

Conditions for indexability of restless bandits and an algorithm to compute Whittle index ⋮ Conditions for indexability of restless bandits and an algorithm to compute whittle index – CORRIGENDUM

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Conditions for indexability of restless bandits and an algorithm to compute Whittle index
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