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

DOI10.1287/OPRE.48.1.80.12444MaRDI QIDQ4530639zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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(20)

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• Decomposable Markov decision processes: A fluid optimization approach
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• Approximation algorithms for restless bandit problems
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• Resource competition in virtual network embedding
• A general theory of multiarmed bandit processes with constrained arm switches
• Optimal exploration-exploitation in a multi-armed bandit problem with non-stationary rewards
• Prioritizing hepatitis C treatment in U.S. prisons
• Group maintenance: a restless bandits approach
• Nonstationary bandits with habituation and recovery dynamics
• Optimal online learning for nonlinear belief models using discrete priors
• An asymptotically optimal heuristic for general nonstationary finite-horizon restless multi-armed, multi-action bandits
• On the sensitivity of restless bandits solutions to uncertainty in the models of the arms
• Optimal control of fluid restless multi-armed bandits: a machine learning approach

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