On the computation of Whittle's index for Markovian restless bandits

DOI10.1007/S00186-020-00731-9zbMath1461.91086arXiv1906.10946OpenAlexW3095887231MaRDI QIDQ2661759

Ina Maria Verloop, Urtzi Ayesta, Manu K. Gupta

Publication date: 8 April 2021

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10946

zbMATH Keywords

impulse controlWhittle indexrestless bandits

Mathematics Subject Classification ID

Decision theory (91B06) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Testing indexability and computing Whittle and Gittins index in subcubic time

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