On the Whittle index of Markov modulated restless bandits

DOI10.1007/S11134-022-09737-YMaRDI QIDQ2095040zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 9 November 2022

Published in Queueing Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11134-022-09737-y

zbMATH Keywords

abandonmentsMarkov modulated environmentoptimal schedulingrestless banditsWhittle index

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Processes in random environments (60K37) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Markov and semi-Markov decision processes (90C40)

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Cited in

(4)

• Regret Bounds for Restless Markov Bandits
• On the Whittle Index for Restless Multiarmed Hidden Markov Bandits
• Conditions for indexability of restless bandits and an algorithm to compute Whittle index
• Empirical Gittins index strategies with -explorations for multi-armed bandit problems

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