A faster index algorithm and a computational study for bandits with switching costs

DOI10.1287/IJOC.1070.0238MaRDI QIDQ2901010zbMATH OpenOpenAlexFDO

Authors José Niño-Mora

Publication date 28 July 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1070.0238

zbMATH Keywords

computational complexitydynamic programmingMarkov finite state bandits

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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Cited in

(8)

• Computing a classic index for finite-horizon bandits
• A Marginal Productivity Index Rule for Scheduling Multiclass Queues with Setups
• Switching Costs and the Gittins Index
• Multi-armed bandits with switching penalties
• Group maintenance: a restless bandits approach
• A faster index algorithm and a computational study for bandits with switching costs
• Optimizing sequential decision-making under risk: strategic allocation with switching penalties
• Dynamic priority allocation via restless bandit marginal productivity indices

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