On the asymptotic optimality of greedy index heuristics for multi-action restless bandits
DOI10.1239/AAP/1444308876zbMATH Open1326.90102OpenAlexW2115138651MaRDI QIDQ3450503FDOQ3450503
Authors: David J. Hodge, Kevin D. Glazebrook 
Publication date: 6 November 2015
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/71018/1/2014_HGFinal_Cut.pdf
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Dynamic programming in optimal control and differential games (49L20) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20) Numerical methods of relaxation type (49M20)
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- A restless bandit model for resource allocation, competition, and reservation
- Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic
- \(r\)-extreme signalling for congestion control
- An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits
- On the Gittins index for multiarmed bandits
- On the Whittle Index for Restless Multiarmed Hidden Markov Bandits
- Conditions for indexability of restless bandits and an algorithm to compute Whittle index
- Asymptotically optimal priority policies for indexable and nonindexable restless bandits
- Exponential asymptotic optimality of Whittle index policy
- Indexability and optimal index policies for a class of reinitialising restless bandits
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