Restless bandits, partial conservation laws and indexability

DOI10.1239/aap/999187898zbMath1039.90019MaRDI QIDQ2726718

José Niño-Mora

Publication date: 2001

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/629

zbMATH Keywords

achievable region; stochastic scheduling; bandit problems; index policies; Markov decision chains

Mathematics Subject Classification ID

90C57: Polyhedral combinatorics, branch-and-bound, branch-and-cut

90B36: Stochastic scheduling theory in operations research

90C40: Markov and semi-Markov decision processes

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