Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic
From MaRDI portal
Publication:4530639
DOI10.1287/opre.48.1.80.12444zbMath1106.90383MaRDI QIDQ4530639
José Niño-Mora, Dimitris J. Bertsimas
Publication date: 4 June 2002
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10230/935
90C05: Linear programming
90C15: Stochastic programming
90C59: Approximation methods and heuristics in mathematical programming
Related Items
Linear programming relaxations and marginal productivity index policies for the buffer sharing problem, Index policies for the maintenance of a collection of machines by a set of repairmen, The archievable region method in the optimal control of queueing systems; formulations, bounds and policies, On the Gittins index in the M/G/1 queue, Coding and control for communication networks, Decomposable Markov Decision Processes: A Fluid Optimization Approach, r-extreme signalling for congestion control