Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic

DOI10.1287/OPRE.48.1.80.12444zbMATH Open1106.90383OpenAlexW1992595998MaRDI QIDQ4530639FDOQ4530639

Authors: José Niño-Mora, Dimitris Bertsimas 

Publication date: 4 June 2002

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10230/935

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Mathematics Subject Classification ID

Linear programming (90C05) Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

Cited In (18)

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• \(r\)-extreme signalling for congestion control
• Nonstationary bandits with habituation and recovery dynamics
• An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits
• Group maintenance: a restless bandits approach
• Decomposable Markov decision processes: A fluid optimization approach
• Resource competition in virtual network embedding
• Prioritizing hepatitis C treatment in U.S. prisons
• Linear programming relaxations and marginal productivity index policies for the buffer sharing problem
• Coding and control for communication networks
• Efficiency in lung transplant allocation strategies
• On the Gittins index in the M/G/1 queue
• Approximation algorithms for restless bandit problems
• The archievable region method in the optimal control of queueing systems; formulations, bounds and policies
• Optimal online learning for nonlinear belief models using discrete priors
• Index policies for the maintenance of a collection of machines by a set of repairmen
• Approximation algorithms for restless bandit problems
• Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards

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