Some indexable families of restless bandit problems
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Publication:5395354
DOI10.1239/aap/1158684996zbMath1101.90079OpenAlexW2049216612WikidataQ57500143 ScholiaQ57500143MaRDI QIDQ5395354
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Publication date: 2 November 2006
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1158684996
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Numerical methods of relaxation type (49M20)
Related Items (12)
Conditions for indexability of restless bandits and an algorithm to compute Whittle index ⋮ Optimal selection of obsolescence mitigation strategies using a restless bandit model ⋮ Multi-machine preventive maintenance scheduling with imperfect interventions: a restless bandit approach ⋮ Testing indexability and computing Whittle and Gittins index in subcubic time ⋮ INDEXABILITY AND OPTIMAL INDEX POLICIES FOR A CLASS OF REINITIALISING RESTLESS BANDITS ⋮ Index policies for discounted bandit problems with availability constraints ⋮ Prioritizing Hepatitis C Treatment in U.S. Prisons ⋮ Group Maintenance: A Restless Bandits Approach ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability ⋮ Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting ⋮ Learning, risk attitude and hot stoves in restless bandit problems ⋮ Optimal stopping problems in Lévy models with random observations
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