Spinning plates and squad systems: policies for bi-directional restless bandits

DOI10.1239/aap/1143936142zbMath1105.90103OpenAlexW1997174594WikidataQ57500144 ScholiaQ57500144MaRDI QIDQ5475391

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Publication date: 19 June 2006

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

Full work available at URL: https://doi.org/10.1239/aap/1143936142

zbMATH Keywords

Lagrangian methodstochastic dynamic programmingMarkov decision problemindex policyrestless bandit

Mathematics Subject Classification ID

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 (4)

Stochastic scheduling: a short history of index policies and new approaches to index generation for dynamic resource allocation ⋮ Monotone Policies and Indexability for Bidirectional Restless Bandits ⋮ General notions of indexability for queueing control and asset management ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability

Cites Work

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• Whittle's index policy for a multi-class queueing system with convex holding costs
• Dynamic allocation indices for restless projects and queueing admission control: a polyhedral approach
• Index heuristics for multiclass \(M/G/1\) systems with nonpreemptive service and convex holding costs
• Restless bandits, partial conservation laws and indexability
• The Complexity of Optimal Queuing Network Control
• Addendum to ‘On an index policy for restless bandits'
• On an index policy for restless bandits
• Index policies for a class of discounted restless bandits

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