A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits

DOI10.1287/moor.2019.0998zbMath1455.90147arXiv1512.04403OpenAlexW2982074554WikidataQ127024107 ScholiaQ127024107MaRDI QIDQ5119843

José Niño-Mora

Publication date: 1 September 2020

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

Full work available at URL: https://arxiv.org/abs/1512.04403

zbMATH Keywords

Markov decision processesdiscrete timeWhittle indexdiscounted criterionindex policiesthreshold policiesindexability

Mathematics Subject Classification ID

Stochastic scheduling theory in operations research (90B36) Dynamic programming (90C39) Programming in abstract spaces (90C48) Markov and semi-Markov decision processes (90C40)

Cites Work

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