Addendum to ‘On an index policy for restless bandits'

DOI10.2307/1427757zbMath0727.90090OpenAlexW2317562791MaRDI QIDQ3351174

Gideon Weiss, Richard R. Weber

Publication date: 1991

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

Full work available at URL: https://doi.org/10.2307/1427757

zbMATH Keywords

fluid approximationrestless banditsWhittle's index policyglobally asymptotically stable equilibrium point

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (10)

Four proofs of Gittins' multiarmed bandit theorem ⋮ On the optimal allocation of service to impatient tasks ⋮ Exponential asymptotic optimality of Whittle index policy ⋮ Index policies for discounted bandit problems with availability constraints ⋮ Dynamic priority allocation via restless bandit marginal productivity indices ⋮ Monotone Policies and Indexability for Bidirectional Restless Bandits ⋮ Index policies for the maintenance of a collection of machines by a set of repairmen ⋮ Independently Expiring Multiarmed Bandits ⋮ Two-Armed Restless Bandits with Imperfect Information: Stochastic Control and Indexability ⋮ Spinning plates and squad systems: policies for bi-directional restless bandits

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