Asymptotically optimal priority policies for indexable and nonindexable restless bandits
From MaRDI portal
Publication:341594
DOI10.1214/15-AAP1137zbMath1349.90834arXiv1609.00563OpenAlexW2511028367MaRDI QIDQ341594
Publication date: 16 November 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.00563
Stochastic scheduling theory in operations research (90B36) Markov and semi-Markov decision processes (90C40) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)
Related Items
On the computation of Whittle's index for Markovian restless bandits, Testing indexability and computing Whittle and Gittins index in subcubic time, Exponential asymptotic optimality of Whittle index policy, A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits, The role of information in system stability with partially observable servers, An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits, Asymptotically optimal index policies for an abandonment queue with convex holding cost, Resource competition in virtual network embedding, Optimal stopping problems in Lévy models with random observations, On the Whittle index of Markov modulated restless bandits, Unnamed Item, A Restless Bandit Model for Resource Allocation, Competition, and Reservation