Index policies for a class of discounted restless bandits

DOI10.1239/aap/1037990952zbMath1053.90048MaRDI QIDQ4706205

José Niño-Mora, P. S. Ansell, Kevin D. Glazebrook

Publication date: 13 October 2003

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1037990952

zbMATH Keywords

scheduling; priority; policy; restless bandit; multiarmed bandit problem

Mathematics Subject Classification ID

90B36: Stochastic scheduling theory in operations research

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

93E20: Optimal stochastic control

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