Indexability of bandit problems with response delays
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Publication:3585147
DOI10.1017/S0269964810000021zbMATH Open1200.90066MaRDI QIDQ3585147FDOQ3585147
Publication date: 19 August 2010
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
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Cites Work
- On an index policy for restless bandits
- A Learning Approach for Interactive Marketing to a Customer Segment
- A Dynamic Inventory Model with Stochastic Lead Times
- New adaptive designs for delayed response models
- Dynamic Assortment with Demand Learning for Seasonal Consumer Goods
- Dynamic priority allocation via restless bandit marginal productivity indices
- One-armed bandit models with continuous and delayed responses
- Optimal learning and experimentation in bandit problems.
- Optimality of monotonic policies for two-action Markovian decision processes, with applications to control of queues with delayed information
- Turnpike Optimality of Smith's Rule in Parallel Machines Stochastic Scheduling
Cited In (6)
- Multi-armed bandit models for the optimal design of clinical trials: benefits and challenges
- A bandit process with delayed responses
- A Verification Theorem for Threshold-Indexability of Real-State Discounted Restless Bandits
- Robust control of the multi-armed bandit problem
- MULTI-ARMED BANDITS UNDER GENERAL DEPRECIATION AND COMMITMENT
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