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

DOI10.1287/IJOC.1070.0238zbMATH Open1243.90156OpenAlexW2108636382MaRDI QIDQ2901010FDOQ2901010

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

Recommendations

• Switching Costs and the Gittins Index
• Multi-armed bandits with switching penalties
• Generalized Bandit Problems
• The Multi-Armed Bandit Problem: Decomposition and Computation
• Gittins Index for Simple Family of Markov Bandit Processes with Switching Cost and No Discounting

zbMATH Keywords

computational complexitydynamic programmingMarkov finite state bandits

Mathematics Subject Classification ID

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

Cited In (6)

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

This page was built for publication: A faster index algorithm and a computational study for bandits with switching costs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2901010)