Asymptotically optimal priority policies for indexable and nonindexable restless bandits

DOI10.1214/15-AAP1137zbMath1349.90834arXiv1609.00563OpenAlexW2511028367MaRDI QIDQ341594

Ina Maria Verloop

Publication date: 16 November 2016

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

Full work available at URL: https://arxiv.org/abs/1609.00563

zbMATH Keywords

asymptotic optimalityrestless banditsarm-aquiring banditsnonindexable banditsWhittle's index policy

Mathematics Subject Classification ID

Stochastic scheduling theory in operations research (90B36) Markov and semi-Markov decision processes (90C40) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items (12)

On the computation of Whittle's index for Markovian restless bandits ⋮ Testing indexability and computing Whittle and Gittins index in subcubic time ⋮ Exponential asymptotic optimality of Whittle index policy ⋮ A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits ⋮ The role of information in system stability with partially observable servers ⋮ An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits ⋮ Asymptotically optimal index policies for an abandonment queue with convex holding cost ⋮ Resource competition in virtual network embedding ⋮ Optimal stopping problems in Lévy models with random observations ⋮ On the Whittle index of Markov modulated restless bandits ⋮ Unnamed Item ⋮ A Restless Bandit Model for Resource Allocation, Competition, and Reservation

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